Can you not so fast Brynhildr trigger?

No, you cannot use Not So Fast to counter Brynhir Thundersong's ability.

According to the official ruling: Not So Fast can only counter spells or abilities that choose (target) a friendly unit or gear. Brynhir Thundersong's "When you play me" ability is a global effect that does not target or choose a specific unit or gear, so it does not meet the requirements for Not So Fast to be played.