Espectro da Nevasca

If Blizzard Specter’s first mode is chosen, the player who was dealt damage chooses the permanent to return to hand when the ability resolves. A permanent with hexproof or protection from black may be chosen this way.

You choose the mode when you put Blizzard Specter’s triggered ability on the stack. Blizzard Specter’s second mode may be chosen even if the player’s hand is empty.