You don't choose a target for Leatherhead's last ability at the time it triggers. Rather, a second "reflexive" ability triggers when you remove a counter from Leatherhead this way. You choose a target for that ability as it goes on the stack. Each player may respond to this triggered ability as normal.
Trample
Leatherhead enters with a hexproof counter on her.
Whenever Leatherhead deals combat damage to a player, you may remove a counter from her. When you do, destroy target artifact or enchantment that player controls.
