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If Oona's Blackguard enters at the same time as another Rogue (due to Living End, for example), that creature doesn't get a +1/+1 counter.
The effects from more than one of these cards are cumulative. That is, if you have two Oona's Blackguard on the battlefield, Rogue creatures you control enter with two additional +1/+1 counters on them.
If a Rogue would normally enter with a certain number of +1/+1 counters on it, it enters with that many +1/+1 counters plus one on it instead. If a Rogue would normally enter with no +1/+1 counters on it, it enters with one +1/+1 counter on it instead.
The creature gets the counter if it would enter under your control. It doesn't matter who owns the creature or what zone it enters from (such as your opponent's graveyard, for example).
