MTG. Using goblin chirurgeon's ability only for sacrifice
Yes, you must choose a valid target when activating a targeting ability. The ability says "target creature", so you must target a creature. Any creature will do[1]. Fortunately, you have plenty of valid targets (i.e. creatures), including your Goblin Sharpshooter and Goblin Chirurgeon (or even the token you are sacrificing, although that won't save it).

The following describes what happens in detail:


Activate Goblin Sharpshooter activated ability targeting your opponent.
Goblin Sharpshooter activated ability resolves

Goblin Sharpshooter deals one damage to your opponent.

Activate Goblin Chirurgeon's ability targeting Goblin Sharpshooter, sacrificing a token.

Goblin Sharpshooter's triggered ability triggers.

Goblin Sharpshooter's triggered ability is placed on the stack.
Goblin Sharpshooter's triggered ability resolves.

Untap Goblin Sharpshooter.

Goblin Chirurgeon's ability resolves.

Goblin Sharpshooter gains a regeneration shield.

Repeat.


Regenerating a creature grants it a shield that replaces its destruction the next time it would be destroyed that turn, if any. There's no requirement that you think it will be needed.




Unless an ability prevents it (e.g. "Protection from Red").