You don't choose a source of damage. The prevention shield will apply to the next X damage that would be dealt to the first target, no matter where that damage comes from. It also doesn't matter whether the damage is dealt at the same time. For example, if the shield prevents the next 5 damage to the first target, and that creature would be dealt 3 damage by Lightning Strike, that 3 damage is prevented and Acolyte's Reward deals 3 damage to the second target. The prevention effect will still apply to the next 2 damage the first target would be dealt that turn.