Can I choose not to target a unit with the ability of Teemo, Strategist?

No. Teemo's ability says "choose an enemy unit here" — there's no "up to" or "any number" qualifier. You must target exactly one enemy unit at his battlefield if any exist (Rule 355.13).

If at least one valid enemy unit is present when the trigger goes on the Chain, you must choose one as the target. You cannot opt to deal zero damage by declining to target.

If no valid enemy units exist at the battlefield when the trigger would finalize, the ability can't enter the Chain at all (Rule 355.8; FAQ #8572) — but that's a different scenario from choosing to withhold targeting when a legal option is available.