The English rules translation says
If the player chooses the arrow, their piece must be moved horizontally or vertically to the space in front of the nearest obstacle.
I had understood that the direction moved was the player's choice. Recently I was being persuaded that 'nearest' meant that the direction of travel had to be the shortest possible - i.e. if one wall was two spaces away and one was three, head towards the former.
This doesn't seem likely to me, but I can't explain why else the word 'nearest' is present. The German rules apparently say the same thing.