I would like to write my own trigger.
The idea is to perform some operations upon starting the trigger (such as checking an external DB for some data.
If you have any link to an example that'd be great.
Thank you in advance
You might want to ask such primarily app development oriented questions at the dedicated Atlassian Developer Community (and in this case the Bamboo Development category) - usually you have a better chance to get an answer from anyone currently working with the Atlassian product APIs there (many developers from established app vendors are active on the site and less likely to monitor this user oriented community).
That being said, the Bamboo developer documentation should be your first stop, though it is not exactly well maintained and indeed lacks a tutorial on triggers.
Example source code
In such situations I generally try to find an existing app with source code. As a licensee, you can download the Bamboo source code to explore how the built-in triggers work, but the huge code base can be complex to navigate.
A considerably easier path is to check out one of the open source apps provided by Atlassian Labs, for example the Fail Build Trigger - you can find its source code in the bamboo-failtrigger-plugin Bitbucket repository.