"After any player loses a challenge by 4 or more total STR, he or she names either 'character' or 'location,' then chooses and discards from play (cannot be saved) 1 card of the named type he or she controls, if able."
Are you allowed to choose a card type that you control none of? For instance, you have 2 characters and 0 locations in play, and your opponent's Theon text triggers. Can you choose location?
I assume yes, but I have been told otherwise...