I've a question about initializing a 2D Array of custom objects.

I have 2 Objects : a CellEntity, and a MapEntity who contains:

private final ICellEntity[][] cellMap;

I've initialized cellmap in the MapEntity's constructor

cellMap = new CellEntity[width][length];

but every CellEntity is null.

I want to know if there's a solution to invoke (to force) a method in CellEntity class in order to init each CellEntity in the cellMap?

I dont want to modify the cellMap it's the reason why cellMap is final

Since you want to make it final. You can set it's value via the constructor:

class MapEntity
{
    private final ICellEntity[][] cellMap;

    public MapEntity(ICellEntity[][] cellMap){
        this.cellMap = cellMap;
    }
}

You can create an initialized cellMap array first, then pass it via the constructor to set the cellMap's value within MapEntity.

//Initialize your cellMap else where first
ICellEntity[][] cellMap = new CellEntity[width][length];
for(int x=0; x<width; x++)
    for(int y=0; y<length; y++)
        cellMap[x][y] = new CellEntity();

//Pass in the initialized cellMap via the constructor
MapEntity mapEntity = new MapEntity(cellMap);

I want to know if there's a solution to invoke (to force) a method in CellEntity class in order to init each CellEntity in the cellMap?

Well, if your cellMap was declared as final, there is no way you can set it via a method (accessor), other than probably using reflection (which I don't think you will like it very much).