You don't choose modes or a target for Caesar, Legion's Emperor's ability at the time it triggers. Rather, a second "reflexive" ability triggers when you sacrifice another creature this way. You choose modes and, if you chose the third mode, a target for that ability as it goes on the stack. Each player may respond to this triggered ability as normal.

The Soldier tokens created by Caesar's ability enter the battlefield tapped and attacking, but since they weren't declared as attacking creatures, no abilities that trigger whenever a creature attacks or whenever you attack (such as Caesar's own ability) will trigger.