Priority

From AgeofWiki

When you create a trigger you'll see that there is a trigger property called Priority with a little slide bar.

It determines how fast the trigger is executed. A low priority causes a small delay, a high priority lets the trigger be executed instantly.

When you just use an active trigger at the beginning of your scenario, you'll notice that it takes about three seconds until it works. It's like that because you probably used the default priority, which is medium. Use a higher priority to decrease this delay. (Alternatively, you can select Run Immediately to make the trigger work at the moment the scenario starts.)