Do you play reactions/actions before Overzealous Fan or does his ability go on the chain first?

Overzealous Fan's triggered ability goes on the chain before players have the opportunity to play reactions.

According to FAQ 9611 and Rule 1636, here is the sequence of events during a showdown:

1. Trigger Condition Met: When Overzealous Fan gains the "Defender" designation, its ability triggers.
2. Placing on the Chain: If you choose to use the ability (it is optional), you must pay the cost—killing the Fan—upfront to place the ability on the chain.
3. Priority: Once the ability is on the chain, it becomes the topmost item. The defender (as the player who controls the topmost item) receives priority first and may play reactions. After the defender passes, the attacker receives priority to play reactions.

To clarify your specific question: You do not play reactions before the trigger is placed on the chain. The ability must be placed on the chain first (with the cost paid upfront), which then closes the state and grants players the opportunity to respond with reactions.