How is the first Triceratops born?
Yes, there are many early examples of ceratopsians before Triceratops. The oldest clear member of the lineage is Liaoceratops: "the oldest ceratopsian ever found ... was about the size of a large dog. It had a blunt beak and a dainty neck frill. ... Liaoceratops was a puny forebear of the feisty Triceratops. Size, horns and spectacular frills came later in ceratopsian evolution."  Here's a reconstruction:  



Protoceratops is very well known, and is a pretty obvious intermediate between famous ceratopsians like Triceratops and early ones like Liaceratops:



This cladogram shows a number of steps in ceratopsian evolution (right side of the diagram):



Note the steps it describes: Starting with early forms that have a vaguely frill-like structure, we see added: Rostral bone with "horns" that are barely visible; Frill, with jugal "horns"; Enlarged frill and skull; Postorbital horns; Nasal horn.