If the creature Setessan Training would enchant is an illegal target by the time the Aura spell resolves, the entire spell doesn't resolve. It won't enter the battlefield, so its ability won't trigger.
Enchant creature you control
When this Aura enters, draw a card.
Enchanted creature gets +1/+0 and has trample. (It can deal excess combat damage to the player or planeswalker it's attacking.)
