I've played Call of Cthulhu LCG and now I'm a bit lost with AGoT LCG since mechanics are different.

Let's say I win a military challenge when attacking.

Can my opponent choose a char that cannot be killed/die to die so that nothing happens? (can't do that in CoC)

Fumetsu said:

Can't do that in GoT either

Thanks for the answer.

Could you please point me to where this is written so that I can shove it at my friend's face?

That would be the FAQ, page 10, paragraph 4.3, "The word cannot":

A character that cannot be killed/saved/etc.
may not be chosen for that effect.