You announce the value of X and how the damage will be divided as part of casting Aurelia's Fury. Each chosen target must receive at least 1 damage.

Aurelia's Fury can't deal damage to both a planeswalker and that planeswalker's controller. If damage dealt by Aurelia's Fury is redirected from a player to a planeswalker he or she controls, that player will be able to cast noncreature spells that turn. If you want to stop a player from casting noncreature spells this turn, you can't choose to redirect the damage to a planeswalker he or she controls.

If Aurelia's Fury has multiple targets, and some but not all of them are illegal targets when Aurelia's Fury resolves, Aurelia's Fury will still deal damage to the remaining legal targets according to the original damage division.

If all of the targets are illegal when Aurelia's Fury tries to resolve, it will be countered and none of its effects will happen. No creature or player will be dealt damage.