sorry to bother you guy for this most stupid question (probably) in the world but it seems that my boyfriend (who never play card game before) never believe me at all.

He doesn't believe me that the word "one target unit " or "target capital" ...means that the owner of the effect choose which card is the target. NOT the another way. He doesn't believe that I am the one who choose which unit get -HP when I play Lokhir's effect. ???

Could anyone please clarify this?

Thank you very much.

The controller of an effect (or the player who plays a spell) always chooses the target unless the card specifies otherwise. If the opponent gets to choose it will typically say something like "target player <does something> to a unit"