If im the first player and i have in play cersei scheme, can i said because im first player that my opponent after i win trigguer vengeful and then i trigger Cersei scheme in that character?

As the first player, you determine the order of resolution of conflicting passives. You don't actually get to trigger anything - but you do get to decide which of the triggered passives resolves first.

So yes, as first player, you can choose to resolve Vengeful first, then Cersei's Scheme.