When you play Falling Star targeting two of your opponent's units, and your opponent responds with Retreat before targets are selected, what happens? Do you deal damage to your own units instead?

Targets for Falling Star's reflexive triggers are only selected when the triggers go on the chain after the spell resolves—not when you initially play the spell. If your opponent retreats their unit in response to Falling Star (before targets are selected), that unit is gone by the time you must choose targets. You are then forced to target your own unit twice since it's the only legal target available. The retreat saves their creature from being targeted. However, if your opponent retreats after you've already selected targets, those targets are locked in. The unit is still targeted but the damage doesn't apply because the target becomes illegal when the unit leaves that location, so the creature is saved either way.