Each Horror token can attack only the player it was created for. It can’t attack a planeswalker that player controls.

If two or more effects require a creature to attack different players or planeswalkers, such as that of this scheme and that of Gideon Jura’s first ability, that creature’s controller chooses one to fulfill.

If one of these creatures can’t attack its player during a given turn (perhaps because that player has left the game, or because a member of the opposing team has gained control of it), it may attack another player, attack a planeswalker an opponent controls, or not attack at all. If there’s a cost associated with having that creature attack its player, you aren’t forced to pay that cost, so it may attack another player, attack a planeswalker an opponent controls, or not attack at all.