I think regardless whether it be training/health related or otherwise, it's important to set goals. It makes life and training more meaningful and gives you direction. However, outcome goals can be a bit of a black box so to speak. There's a start point and an intended end point, but nothing really in between that keeps you accountable.
That's why it's important to set "process" goals as well. These are things that you know are going to help you get from your starting point to the desired outcome.
For example, maybe you want to lose 10lbs in 10 weeks. This is the outcome goal.
The process goal could be multiple things such as "6 days out of every week, I'm not going to exceed my calorie goal" or "I'm going to go for a run 3 days a week."
These types of goals give you more direction and opportunities for success along the way. If you reach the end of the 10 weeks and you haven't lost any weight, you can look back and ask yourself how you did on the process goals.
If 9/10 weeks you didn't hit those process goals, that's good feedback as to why you might have been unsuccessful. Conversely if you were spot on 9/10 times and still didn't reach your goal, then you may need to either reevaluate whether the goal was realistic or if you need a better plan.
Traditional goal setting principles still apply in my opinion. I think everybody has heard of the SMART principle by now (Specific, Measurable, Attainable, Relevant, Timely).
Specific and measurable go hand in hand with one another. "I want to get stronger" vs. "I want to bench 315". If it isn't specific it becomes very difficult to measure and train for.
Attainable is where we lose a lot of people and this relates to the timely piece as well. A 315 bench is a big bench, I don't care what anyone says. It definitely isn't a world record, but if that's your measuring stick you're going to spend a lot of your life disappointed.
While benching 315 is a great goal to have you have to understand what your starting point is. If you currently bench 275, another 40lbs isn't that crazy. 315 is definitely attainable in a reasonable amount of time.
If you've never lifted a weight before and you're 73 years old and weigh 105lbs and are only training once a week, you might want to think smaller.
Have some shorter term goals to work towards while keeping your big goals in mind. To me, short term goals are any goal that is achievable within a year. Anything beyond that is a long term goal.
When in doubt, set the bar a little lower. If the goal is too far out of reach it can seem insurmountable. If you start out small you can keep chipping away at those goals and continue to set new ones.
Hopefully this helps you set more effective goals for yourself.