Can I play a spell that I know won't resolve (like Gust on a 5-might unit) just to trigger Legion for the next card I want to play?

Ruling: No, you cannot play a spell without a legal target. A 5-might unit is not a legal target for Gust, so you cannot play Gust targeting it even to trigger Legion.

Nuances:

• Cards require legal targets to be played
• You cannot play a card solely to trigger effects like Legion if it lacks valid targets