Because triggered abilities are not played, they can trigger and happen at any time. This means that they can trigger when a spell is being cast, when a spell or ability is resolving, or in the cleanup step or a turn. Players do not receive priority in those situations, with the exception of the cleanup step when they can receive priority if a state based actions is applied or an ability has triggered.
While triggers can trigger at any time, they will not go on the stack until a player would receive priority. This means that an ability that triggers when a spell is being cast will not go on the stack until after the announcement has been completed. For example, the ability of your opponent’s Glissa, the Traitor will trigger during the announcement of your Goblin Grenade. This happens as you sacrifice a goblin as an additional cost for the Goblin Grenade and Glissa’s ability triggers when a creature controlled by an opponent goes to a graveyard. In this example, Glissa’s trigger will go on the stack on top of the Goblin Grenade. When it goes on the stack a target for the ability must be chosen.
The timing of how this works can be important. Let’s assume that this Goblin Grenade was targeting a Phyrexian Juggernaut controlled by the player that controls Glissa. Because Glissa’s ability will go on the stack before the Goblin Grenade resolves, this ability cannot target the Phyrexian Juggernaut as it it not in a graveyard yet.