Creatures with hexproof cannot be targeted by spells and abilities that your opponent’s control. However you can still target these creatures. For example you can play auras or ‘pump spells’ on your creatures. Hexproof cares about who controls the spell or ability not who is choosing the target. This means that your opponent can use Redirect to cause a hexproof creature you control to become targeted.
For example, if you targeted an opponent’s creature with Doom Blade, your opponent can use Redirect to change the target of this Doom Blade to a Aven Fleetwing that you control.