This effect is mandatory, and must target at least 1 card.
The effect of "Mist Wurm" targets 1, 2, or 3 cards your opponent controls.
If you use a monster with a mandatory Trigger Effect like "Goblin Zombie" as a Synchro Material Monster for "Mist Wurm" you will activate both the effect of "Goblin Zombie" and the effect of "Mist Wurm" after the Synchro Summon is successful.