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Hiku said:

No, she didn't pick anyone. This is what the wiki says: Dajh stumbled across pulse l'Cie Vanille and Fang, who were preparing to attack Kujata. Sensing the danger, Kujata awoke and branded the nearest human as his protector and Dajh became a Cocoon l'Cie as Vanille and Fang escaped.

Vanille is not Kujata, nor is it her fal'Cie. Her fal'Cie is Anima. It was the fal'Cie Kujata who turned Dahj into a l'Cie.


Oh, right. I remember a cutscene of Vanille holding Dahj hand, so I got confused with it.

 

So, yeah, Vanille and Fang tried to attack Kujata and Kujata tried to defend itself. It's still Vanille - and by extention, Fang - fault that Dahj got branded in the first place.