During the Marshalling Phase, I am the active player, but not the first player. I play a Narrow Sea. I discard it to play a character for cheaper, but my opponent wants to use his Sallador Saan ability to discard my Narrow Sea before I do. How does the timing work on this. After I bring the Narrow Sea into play, do I have to wait to see if he wants to discard it before I use it?

Next question, Stannis Baratheon says he his opponent cannot declare a defender if they don't control any Lords. When he challenges me, if I don't have any Lords, can I play a Catelyn Stark (LOW) out of my hand as a response to being attacked? Is this considered "declaring a defender"?

Thanks!

1) Your opponent has the opportunity to do Player Actions while you're marshaling. If he was first player (or it was melee and came before you had a chance for your next action), then yes he can discard your Narrow Sea before you can.

2) Catelyn's ability--and other abilities that get a character into a challenge outside the normal framework, like The Greatjon or Horseback Archers--does not constitute "declaring defenders." They can get around things like Stannis, Joust, or Desolate Passage that impose limits on who or how many can be declared.

1) Since marshalling Narrow Sea and using it are separate player actions, each other player will have the opportunity to do something between the 2, even if you come before them in turn order.

This game is turn-based...you do something, then your opponent has an opportunity to. If you play Narrow Sea, your opponent technically gets to take an action before you get to take another, regardless of who is first player. So your opponent would have the opportunity to discard the Narrow Sea with Saladhor Saan before you can trigger its ability.

The only exception to the turn-based process that I know of is if there are passive triggers or other responses/saves. First player always decides the order of conflicting passives, even if some of the passives are yours. All responses are completed before the action window closes, so if you have three responses to something, you get to do them all in the order you choose. Though if your opponent also has responses to the same trigger (or even to a response you just triggered), the turn-based rule still applies...you take turns responding until there are no more responses. Then if one player has more responses, that person gets to finish responding with effects before the other player has a turn to do something.