Someone once said that the hallmark of being a man is that once you decide you want something, you get it. No excuses, just action to get to the point where you want to be.
That's why you need goals. It's easy to meander through life without any goals and wishes, leaving you unchallenged and soft. Your life should be more like the heroes journey, continually finding new challenges to overcome. If not, how do you want to grow?
On a smaller level, this is the same reason why you want clear goals when starting anything you want to succeed at. I can't stress the use of SMART enough. Any goal you specify should conform to the SMART-principle (Specific, Measurable, Attainable, Relevant, Time-bound).
But just remember that once you have the goal, there is no turning back from the first step. Make it an active ritual. Put on your running shoes, go to your office or make a list of groceries. Clearly demarcate the boundary between going for a goal and not going for it. Ritualize it so you can form a new habit and 'step' into that new goal.