When someone plays a creature spell and it goes onto the stack, if a lightning bolt is played in response, wouldn't that spell technically resolve before the creature came into play? Would it fizzle do to the lack of a target, or when a creature is played is it immediately a legitimate target?
A creature spell is not a legal target for Lightning Bolt. The Bolt won't even "fizzle", it can't even be played in the first place.
When the text of something refers to a "creature", it means a creature permanent, on the battlefield. The text needs to say "creature spell" to affect a creature on the stack, or "creature card in [zone]" for a creature card in any other zone like the graveyard.
To cast Bolt on a creature, you need to wait for the creature spell to resolve so the creature can enter the battlefield first.
Triggered abilities (that start with "when", "whenever" or "at") go to the stack and be responded, yes. That includes "when NAME enters the battlefield" abilities.
Removing the source of the ability won't affect the ability that is already on the stack, but there are many ways to counter abilities, directly with effects like Disallow, making its target illegal, or just making its effect moot (like using damage prevention effects).
Now, ETB abilities that are worded like "NAME enters the battlefield with" or "as NAME enters the battlefield" (without the when/whenever at the start) aren't triggered abilities. They are static effects that apply immediately as the creature enters, and doesn't go to the stack. They can't be responded, so you need to counter the creature spell itself.
So, creatures with ETB abilities go on the stack as well? So, are they connected to the creature, or is there no way to counter ETB effects?
If a creature is allowed to enter the battlefield (one could counter the creature spell so that it doesn't), an ability that triggers from it entering the battlefield will trigger and go on the stack. From there, the triggered ability is independent from its source, Bolting the creature won't stop the ability from happening. For example, Bolting a Cloudblazer will not counter the ability to draw 2 cards and gain 2 life. It's possible to counter a triggered ability directly with some cards like Disallow, but nothing you do to the source of the ability affects the ability once it's on the stack.
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I'm a former judge (lapsed), who keeps up to date on rules and policy. Keep in mind that judges' answers aren't necessarily more valid than those of people who aren't judges; what matters is we can quote the rules to back up our answers. When in doubt, ask for such quotes.
So, creatures with ETB abilities go on the stack as well?
Triggered abilities such as "When Cinder Hellion enters the battlefield, it deals 2 damage to target opponent." go on the stack.
603.3. Once an ability has triggered, its controller puts it on the stack as an object that’s not a card the next time a player would receive priority. See rule 116, “Timing and Priority.” The ability becomes the topmost object on the stack. It has the text of the ability that created it, and no other characteristics. It remains on the stack until it’s countered, it resolves, a rule causes it to be removed from the stack, or an effect moves it elsewhere.
The creature would be the source of the ability, but generally neither depends on the continued existence of the other.
112.7. The source of an ability is the object that generated it. The source of an activated ability on the stack is the object whose ability was activated. The source of a triggered ability (other than a delayed triggered ability) on the stack, or one that has triggered and is waiting to be put on the stack, is the object whose ability triggered. To determine the source of a delayed triggered ability, see rules 603.7d–f.
112.7a Once activated or triggered, an ability exists on the stack independently of its source. Destruction or removal of the source after that time won’t affect the ability. Note that some abilities cause a source to do something (for example, “Prodigal Pyromancer deals 1 damage to target creature or player”) rather than the ability doing anything directly. In these cases, any activated or triggered ability that references information about the source because the effect needs to be divided checks that information when the ability is put onto the stack. Otherwise, it will check that information when it resolves. In both instances, if the source is no longer in the zone it’s expected to be in at that time, its last known information is used. The source can still perform the action even though it no longer exists.
Something like Stifle can certainly counter such an ability. Also, if it has targets, messing with all the targets might cause it to be countered (just like a spell or activated ability that has targets).
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Why bother with mere rulings when so many answers can be found in the Rules?
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When the text of something refers to a "creature", it means a creature permanent, on the battlefield. The text needs to say "creature spell" to affect a creature on the stack, or "creature card in [zone]" for a creature card in any other zone like the graveyard.
To cast Bolt on a creature, you need to wait for the creature spell to resolve so the creature can enter the battlefield first.
So, creatures with ETB abilities go on the stack as well? So, are they connected to the creature, or is there no way to counter ETB effects?
Removing the source of the ability won't affect the ability that is already on the stack, but there are many ways to counter abilities, directly with effects like Disallow, making its target illegal, or just making its effect moot (like using damage prevention effects).
Now, ETB abilities that are worded like "NAME enters the battlefield with" or "as NAME enters the battlefield" (without the when/whenever at the start) aren't triggered abilities. They are static effects that apply immediately as the creature enters, and doesn't go to the stack. They can't be responded, so you need to counter the creature spell itself.
Triggered abilities such as "When Cinder Hellion enters the battlefield, it deals 2 damage to target opponent." go on the stack.
The creature would be the source of the ability, but generally neither depends on the continued existence of the other.
Something like Stifle can certainly counter such an ability. Also, if it has targets, messing with all the targets might cause it to be countered (just like a spell or activated ability that has targets).