No creatures are targeted by Sigarda's Vanguard's ability. The set of creatures is chosen as the ability resolves. You may choose a single creature as a valid set. If you do, that creature will gain double strike until end of turn.

A set of creatures has different powers if every creature's power is a different value. For example, a 1/1 creature, a 2/1 creature, and a 3/1 creature all have different powers.