Is there any way to stop someone from sacrificing a Golden Urn?
Golden Urn's ability is an Activated Ability. You would need an effect that counters activated abilities in order to prevent it. Stifle and Trickbind are the most common choices (In my own experience), though other similar cards do exist.

You could also cast a spell to prevent players from Gaining life (False Cure, SkullCrack, etc), or End the Turn before the effect resolves (Time Stop)

Golden Urn's ability cost includes sacrificing itself. Therefore, it is no longer on the field by the time you would have an opportunity to respond.