Can you activate Caller of the Untamed's second ability with any X (and then put a token that is a copy of a creature card with CCM X, if there is one among the cards exiled with the first ability), or do you have to choose a correct X when you activate the ability? Goad can make it useful to activate for 0, even without a 0-costing creature to tokenize.

So, apologies. Apparently, this was fixed in the Kaladesh rules update, and we just completely missed the change. Here's the sentence that was added to 601.2b to clarify this:

If the value of that variable is defined in the text of the spell by a choice that player would make later in the announcement or resolution of the spell, that player makes that choice at this time instead of that later time.

So X has to be equal to the converted mana cost of one of the cards exiled by a Caller, not just any number you want.

Thanks,
Nathan Long
Magic Rules NetRep