If Territorial Hellkite didn't attack during your last combat, most likely because it was tapped or you didn't control it at that time, then any opponent can be chosen at random.

If a player can't be attacked, that player can still be chosen at random.

Territorial Hellkite must attack the chosen player if able, not a planeswalker that player controls.

Players may cast spells and activate abilities after a player is chosen at random for Territorial Hellkite but before it attacks that player.

If Territorial Hellkite can't attack the chosen player, it's free to attack any other player or planeswalker or to not attack. If there's a cost associated with attacking the chosen player, it's free to attack any other player or planeswalker or to not attack. But if there's a cost associated with Territorial Hellkite attacking at all, Territorial Hellkite has to attack the chosen player or not attack.