Choices are really important in Coraline. After all, Coraline makes some pretty big decisions in the story, and a lot of small ones, too (like what to have for dinner!). Her first, and most important decision is one that changes the entire story: she chooses not to stay in the other world after her first visit. If she hadn't made that choice, she would have been in deep trouble and we wouldn't have had our story. Throughout the book, though, Coraline always seems to have a choice in the matter: she doesn't have to save her parents or the other children, but she chooses to. Even though Coraline doesn't have total control over the situation, she does decide to be brave and at least give it a shot. And it turns out she made the right choice.
Coraline doesn't really have a choice to rescue her parents; the way she sees it, she's doing what she has to do.
Coraline made a silly decision when she decided to walk through the door to begin with. She doesn't always make the right choices.