Hello today, we have a strange situation, i lose a M challenge and change plot with my rookery, i change my plot to Taken by surprise, and my opponent said that as he win Initiative at the beggining, i must discard my hand, i believe que was wrong. What do you think?

He was wrong. If you lose initiative while Take them by Surprise is your revealed plot, you have to discard your hand. In your case, when you lost initiative you didn't have Take them by surprise revealed.

More to the point, determining who wins or loses initiative for a round happens in the plot phase. That means passives or responses that key off of winning or losing initiative also happen in the plot phase. A passive that doesn't come into play until the challenge phase cannot be activated by something that happened in the previous plot phase.