When Somberwald Stag enters the battlefield, you may have it fight target creature you don't control.
If the targeted creature is an illegal target when Somberwald Stag’s ability tries to resolve, the ability doesn’t resolve. If Somberwald Stag is no longer on the battlefield, the targeted creature won’t deal or be dealt damage.
You choose the target of the triggered ability as it goes on the stack, but you choose whether or not to fight as that ability resolves.