My opponent last night only had 1 non-land peremant out, a snap-caster mage and I had 2 rest in peace, I then went to play detention sphere he then in response destroyed his snapcaster mage and said now I much choose my target after it entered the battlefield I must choose a target, hoping to make me get rid of both my rest in peace, then we realized it said MAY name a card. he said if the card didnt say may he plan would of work is that true? Im a little confused by the situation
If Detention Sphere didn't say "you may", that would have worked.
The Detention Sphere spell itself doesn't target anything, so while that spell is on the stack, they can respond with Murder or whatever (you didn't mention what was used to destroy the Mage). Then the Sphere resolves and its ETB ability is put on the stack. A target must be chosen at that time, and if only you control a legal target, you must target a permanent you control. Then, when it resolves, you choose to either exile the target and everything with the same name or not (and you're only given that choice because of the "you may").
That's not how the game works. Whenever a spell or ability is put on the stack that has the word "target", a legal target must be chosen if possible at the time it's put on the stack. The choice for the "may" only happens on resolution which comes much later.
You have to choose a target, but you can opt to not exile. The D-Sphere will then simply stay on the battlefield looking pretty.
603.5. Some triggered abilities' effects are optional (they contain "may," as in "At the beginning of your upkeep, you may draw a card"). These abilities go on the stack when they trigger, regardless of whether their controller intends to exercise the ability’s option or not. The choice is made when the ability resolves. Likewise, triggered abilities that have an effect "unless" something is true or a player chooses to do something will go on the stack normally; the "unless" part of the ability is dealt with when the ability resolves.
The specific placement of the words "target" and "you may" are irrelevant. They place those such that the wording reads naturally, but the choice of targets (if the ability requries any) is always mandatory and always happens as the ability is put on the stack, while the "you may" choice is always made on resolution.
Detention Sphere 's ability could equally have been worded this way:
When Detention Sphere enters the battlefield, chooose target nonland permanent not named Detention Sphere. You may exile that permanent and all other permanents with the same name as that permanent.
The only time you don't choose a target is if there's absolutely no legal choice available. For example, if Detention Sphere is the only nonland permanent on the battlefield as its ability is put on the stack. In this case, the ability is just removed from the stack, but the Detention Sphere remains on the battlefield.
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