If my opponent uses aether vial to bring in a creature, does the creature go on the stack? Like, would I be able to cast unsubstantiate to bounce the vialed in creature as a "Spell"?
An effect that puts a permanent card onto the battlefield (as in Aether Vial's second ability, for example) doesn't put it on the stack first; in general, the card goes directly from where it is to the battlefield, with nothing in between.
Unsubstantiate can target a creature on the battlefield, not necessarily a spell (which exists only on the stack by definition) (C.R. 115.1a, 109.2, 112.1). However, no player has priority to cast Unsubstantiate or any other spell while a spell or ability (such as Aether Vial's second ability) is resolving (C.R. 117.2e, 117.1a). Thus, Unsubstantiate can't be used to stop a card that would be brought to the battlefield due to Aether Vial's second ability from ever entering the battlefield.
EDIT (Sep. 4): Edited after comment 3 was posted.
EDIT (Feb. 5): Edited.
What actually goes on the stack is Aether Vial's ability. (rule 602.2a)
When this ability resolves, you (may) obey its text: pick a creature card from your hand and slap it on the table. That card never went onto the stack.
602.2a The player announces that they are activating the ability. (…) That ability is created on the stack as an object that’s not a card. (…) It has the text of the ability that created it, and no other characteristics. (…) The ability remains on the stack until it’s countered, it resolves, or an effect moves it elsewhere.
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Unsubstantiate can target a creature on the battlefield, not necessarily a spell (which exists only on the stack by definition) (C.R. 115.1a, 109.2, 112.1). However, no player has priority to cast Unsubstantiate or any other spell while a spell or ability (such as Aether Vial's second ability) is resolving (C.R. 117.2e, 117.1a). Thus, Unsubstantiate can't be used to stop a card that would be brought to the battlefield due to Aether Vial's second ability from ever entering the battlefield.
EDIT (Sep. 4): Edited after comment 3 was posted.
EDIT (Feb. 5): Edited.
When this ability resolves, you (may) obey its text: pick a creature card from your hand and slap it on the table. That card never went onto the stack.
RULES OF MAGIC :
http://magic.wizards.com/en/game-info/gameplay/rules-and-formats/rules