You get to control one creature, the one controlled by the opponent who played their own Molten Primordial.
The wording of Molten Primordial's ability is shorthand for:
Gain control of up to one target creature controlled by opponent A until end of turn. Gain control of up to one creature controlled by player B until end of turn.
and so on for each opponent in the game.
Legality of targets is checked twice; once when the ability triggers, and again when it tries to resolve.
When the ability triggers after MP enters the battlefield, all targets you choose are legal. Opponents A, B, C, and D each control a creature, you target one of each.
Before your ability resolves, opponent A casts his own MP. He targets one of your creatures, and one each of B, C, and D. The creatures of B, C, and D are the same you targeted earlier. The ability resolves and he controls them now.
Now your ability gets to resolve. It checks all its targets' legality again. According to the text of MP's ability, for each opponent (A, B, C, D), that opponent has to control the targeted creature. That is false for the creatures of B, C, and D, because A controls them. Only the creature previously controlled by A is still controlled by A.
Therefore, the ability does as much as possible with the remaining legal target, and you gain control of creature A.
- Handling Triggered Abilities
603.3d The remainder of the process for putting a triggered ability on the stack is identical to the process for casting a spell listed in rules 601.2c–d.
- Casting Spells
601.2c The player announces their choice of an appropriate object or player for each target the spell requires. [..]
- Resolving Spells and Abilities
608.2b If the spell or ability specifies targets, it checks whether the targets are still legal. A target that’s no longer in the zone it was in when it was targeted is illegal. Other changes to the game state may cause a target to no longer be legal; for example, its characteristics may have changed or an effect may have changed the text of the spell. If the source of an ability has left the zone it was in, its last known information is used during this process. If all its targets, for every instance of the word “target,” are now illegal, the spell or ability doesn’t resolve. It’s removed from the stack and, if it’s a spell, put into its owner’s graveyard. Otherwise, the spell or ability will resolve normally. Illegal targets, if any, won’t be affected by parts of a resolving spell’s effect for which they’re illegal. [..]