You don't choose which creature the Aura will enter attached to until the ability resolves. You must choose a creature the Aura can legally enchant. (For example, you can't choose a creature with protection from black if the targeted Aura card is black.) If you don't control any creatures that the Aura can enchant, it remains in the graveyard.

Nomad Mythmaker's ability can target an Aura card in any graveyard, not just yours.