Cavalier of Night’s enters-the-battlefield ability goes on the stack without a target. While that ability is resolving, you may sacrifice another creature. When you do, the reflexive triggered ability triggers and you pick a target creature to be destroyed. This is different from effects that say “If you do . . .” in that players may take actions after you’ve sacrificed the creature but before the target creature is destroyed.

If a card in a graveyard has in its mana cost, X is considered to be 0.

If a creature card with mana value 3 or less becomes a copy of Cavalier of Night, its last ability can target itself when it dies.

While resolving Cavalier of Night’s enters-the-battlefield ability, you can’t sacrifice more than one creature.