You may activate Liliana’s last ability without choosing any target creatures. You’ll just put up to two creature cards onto the battlefield from graveyards. However, if you choose any targets and all of those targets become illegal before the ability tries to resolve, the ability won’t resolve and you won’t put any cards onto the battlefield.

For Liliana’s last ability, the creatures you’ll return to the battlefield are chosen after the target creatures are destroyed. No player may take actions between the time you choose two creature cards to return and the time they’re returned. The destroyed cards can be among those returned to the battlefield.

If any abilities trigger on the target creatures being destroyed, those abilities won’t be put onto the stack until after you’ve put creature cards onto the battlefield from graveyards.

In a multiplayer game, if a player leaves the game, all cards that player owns leave as well. If you leave the game, any permanents you control from Liliana’s third ability that came from other players’ graveyards are exiled.