First, when discussing a card (any card, really - but especially spoilers), please post the relevant card text. He reads
"Interrupt: When a unique Stark character you control would be killed, sacrifice Jory Cassel to save it. Then, if there is..."
So yes; if he would be killed, then you can attempt to initiate his ability even though you know it won't ever resolve succesfully, because he'll be sacrificed before he can be saved by his effect. The reason for this is the following text on p2 of the RR (emphasis mine):
xxA card ability can only be initiated if its effect
has the potential to change the game state. This
potential is assessed without taking into account
the consequences of the cost payment or any other