Can you target a creature with hexproof with an Aura spell if you control that creature?

Hexproof is a static ability defined in CR 702.11b: a permanent with hexproof cannot be the target of spells or abilities your opponents control. The key word is 'opponents' — the restriction is one-directional and does not apply to the controller of the hexproof permanent.

When you cast an Aura spell, you choose a legal target for it as part of putting it on the stack (CR 601.2c). Since hexproof only blocks targeting by opponents, you are free to target your own hexproof creature with your own Aura spell without any issue.

This also applies to other spells and abilities you control: you can target your own hexproof creatures with your own instants, sorceries, or activated abilities. Opponents, however, cannot target that creature at all as long as hexproof applies.

Concrete example: You control a Slippery Bogle (which has hexproof). You cast Ethereal Armor (an Aura) and target the Bogle. This is completely legal — you control both the Aura spell and the Bogle, so hexproof poses no obstacle. Your opponent, however, could not cast their own Aura or removal spell targeting that Bogle.