You can only sacrifice cards you control and that are in the realm. If you are sacrificing as part of paying a cost for an effect, the sacrificed card doesn't go to the cemetery until the effect is resolved. For example, Sinkhole. If you sacrifice a card that would normally be prevented from being destroyed (e.g. Ward, Lady Iseult, Gilded Aegis, The Doom of Dilmun, etc.), the prevention fails and the card is actually sacrificed. That is, sacrifice effects supersede all destruction prevention effects, contrary to the typical 'Can vs. Can't' priority. It's still being killed, deathrites still trigger, kill credit is still awarded, etc.; the sacrificed minion simply won't be saved by any prevention or replacement effects. For example, if I have Bluecap Knockers on my Sinkhole and then use the activated ability on my Sinkhole to sacrifice it, I indeed destroy my own Sinkhole even though Bluecap Knockers says it can't be destroyed. As another example, my Apprentice Wizard is nearby Lady Iseult when I sacrifice my Apprentice Wizard to summon a Moon Clan Werewolf. My Apprentice Wizard is about to die, and normally Lady Iseult would return him to my hand. But because this is a sacrifice effect, the death cannot be prevented. The Moon Clan Werewolf is summoned and the Apprentice Wizard goes to my cemetery. The examples above would be the same if the Sinkhole and Apprentice Wizard were warded; the Ward would not save them from being sacrificed!