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I've made one comment in this thread, and I've read all the other arguments for one side or the other.  Before the official ruling comes in, I stand by what I said before that the aura would come in attached, trigger, fall off, and 3 life gained.  One issue ikegami keeps raising (and I like his or her  style, by the way) is that you can't enchangt a creature with Pro:Black with a black enchantment.  Very true.  But what "our" side wants to reiterate is that it ain't black until its on the battlefield attached.  ikegami and others know that some things in Magic happen simultaneously.  Permanents enter the battlefield with their modified characteristics.  It isn't one thing on the battlefield, and then the next moment something else.  Aura's also don't enter the battlefield and then become attached to permanents.  They enter attached.  Because the aura is white in the graveyard it could enchant Bruna (the word "could" is used in Bruna's triggered ability text).  Divine Favor just HAS to attach because nothing is preventing it from doing so.  But once it is on the battlefield *and* attached *and* black (which all happen simultaneously), it triggers, falls off, and the 3 life resolves.

I argue that in cases like this, yes, you can attach a black aura to a permanent with protection from black, for the simple reason that Divine Favor isn't black until it's actually factually on the battlefield already attached to Bruna.  There are different scenarios you could come up with that muddle the issue, like with Painter's Servant, and I'm sorry that those detract from the main issue at hand.  But Divine Favor wouldn't fit the "could enchant [Bruna]" if it was black while in the graveyard, if it lost its "enchant creature" ability in the graveyard, or Bruna had protection from white or protection from enchantments or auras.  But none of those things are true in the original scenario posted for this thread.  Divine Favor *could* enchant it, so it does, then it realizes it shouldn't be there and goes back to the graveyard.

That's my take.  I promise to giggle out loud in my office when NateDogg confirms this.  I promise to pretend to cry really loud from my office if NateDogg denies this.  Which will my co-workers hear?

One of the examples in the Comp Rules references a card that says lands can't enter the battlefield. And if a Clone tries to copy a Dryad Arbor , it instead goes right to the 'yard...

The more I think about it, the more I think that's the way this will go... 

@SeaDogsFan: That example is from rule:

608.3b. If a permanent spell resolves but its controller can’t put it onto the battlefield, that player puts it into its owner’s graveyard.

The difference is that Clone is a permanent spell, whereas in this thread's original post, the aura is just a card moving from one zone to another.

Sometimes Magic rules are confusing, and situations and card interactions can really get us going, but I'm glad we have a forum to discuss these situations.