There exist a small number of cards which have targets chosen by an opponent. While it is old, the most straightforward one I can find is Cuombajj Witches which has the ability:
{T}: Cuombajj Witches deals 1 damage to any target and 1 damage to any target of an opponent's choice.
Suppose I have only one opponent, both players control a Hexproof creature, and I control a Cuombajj Witches. If I activate Cuombajj Witches' ability, I can choose to target my own Hexproof creature for one point of damage.
However, when my opponent chooses targets, are they also allowed to choose my Hexproof creature for 1 damage? Or are they allowed to choose their own Hexproof creature, as they could for their own spells and abilities? The first seems more likely to me, but I could see it either way.