You still target the player. You can choose to redirect the damage from the player to a planeswalker they control when Bonfire resolves.
Note that since you still targeted your opponent, all their creatures will get burned, even if you choose to redirect damage to their planeswalker.
Thanks. What if they have a Witchbane Orb? I guess you can't hit their planeswalker but what about the creatures?
If they have an Orb, you can't target them at all and you can't cast Bonfire unless you target yourself. Bonfire depends on having a player to target, and if you can't target them you can't Bonfire them.