Underlying idea behind goal setting is directing (individual/group) efforts towards desired results. Achieving any worthwhile thing requires lots of efforts, how much?, no one can tell, as bar of efforts required is set higher and higher with every passing day. For instance, think about bringing a chocolate from shop on the ground floor and then from shop on the 20th floor (Assume building has no lift). Evidently, bringing it from10th floor will need much more efforts in terms of physical and mental energy. Undoubtedly, someone who has consistently worked on completing second activity, will be always in strong position than someone who never tried.
In essence, I see goal as account opened for saving efforts to achieve desired results. So, if you want to achieve something worthwhile you need to open an account and start saving your efforts to that account because unsaved efforts for achieving anything, would remain scattered with no power to do any good.