You may put Cavalier of Dawn’s enters-the-battlefield ability onto the stack without choosing any target. It will resolve with no effect. However, if you do choose a target and the target permanent is an illegal target by the time that ability tries to resolve, the ability won’t resolve. No player will create a Golem token. If the target is legal but not destroyed (most likely because it has indestructible), its controller will create a Golem token.