Your creature must attack, and must attack player A or a planeswalker.
A couple of rulings found on Goad cards from Conspiracy 2, such as Besmirch, help clarify this situation.
If, during a player’s declare attackers step, a creature that player controls that’s been goaded is tapped, is affected by a spell or ability that says it can’t attack, or hasn’t been under that player’s control continuously since the turn began (and doesn’t have haste), then it doesn’t attack. If there’s a cost associated with having a creature attack a player, its controller isn’t forced to pay that cost, so it doesn’t have to attack in that case either.
You're not obligated to pay any costs associated with attacking a player. This has a knock-on effect, which is reflected in the next ruling...
If the creature doesn’t meet any of the above exceptions and can attack, it must attack a player other than the controller of the spell or ability that goaded it if able. If the creature can't attack any of those players but could otherwise attack, it must attack an opposing planeswalker (controlled by any opponent) or the player who goaded it.
This means if you're unwilling to pay costs to attack Player B, the creature counts as "not able" to attack Player B. If it can't attack Player B, it attacks any other player. If there are no other players it can attack, then it must attack any planeswalker or the goading player. (Because it's still got to attack, and no other players are an option.)