I never really resonated with setting goals because I found it usually stressed me out too much when things didn't work out. I also saw that I was getting in my own way a lot of times. Which is always frustrating!
What's worked for me is having a direction that I'm working towards. It's not a set goal, but it is a clear idea I have in mind. This gives me more space to move around when things don't happen how I want.
I have to thank this forum for this because I remember chatting a lot with other members about goal setting.