This is a very broad topic. I'm not sure where to begin :-)
I guess I have several pretty big goals for my life. One would be to get married and have a family. Another big one is to purchase some acreage, build a house, and have a farm/ranch/camp. I want to be in ministry.
My biggest goal, though, is to be more like Jesus and to glorify Him in everything. This life is not about me and I want His will to be done, not mine.
"Forgetting what lies behind and reaching forward to what lies ahead, I press on toward the GOAL for the prize of the upward call of God in Christ Jesus." (philippians 3:13-14) I realized recently that the GOAL he's talking about is "that for which Christ Jesus took hold of me" (verse 12). Jesus took hold of us for the purpose of salvation, for becoming holy and Christlike... right? That's His goal and it should be ours.