A wise man once said that going through life without a purpose is like sailing without a compass, which is the essence of the human need for targets and goals. It is true that there are some people, even successful ones, that do not have clear goals and no foreseen targets and yet they are moderately successful, but the huge difference here is that while some successful people have no goals all the rest of the successful people certainly have a few clear goals.
Why is setting goals important? Well naturally the first thing to say about setting goals is that it is important just so you have a reason to get up in the morning, to start your day and set you going. Most successful people will tell you that a goal puts a lot of drive and ambition into ones life, adding a true feeling of passion about your goals and placing you in a mind set of readiness to achieve and to work hard at it.
Many people do not know how to find their goals, it doesn't mean that they would never have goals or that they lack the motivation to create a goal from themselves, it is simply a question of imagination and self trust, or self confidence. Try and think of a successful, famous person, the biggest internet entrepreneurs or the space scientists at NASA, they clearly did not have any solid base to create their goals on, they had to imagine how a market will evolve or -- even more simply a goal. When a person wants something, it is clear to him, kids used to say "I want to go to the moon" without considering the chances of actually making it to the moon, this is what they wanted, if you look at things this way you will be surprised to realize that the road to your goal is much more possible than what you first thought it was.
This brings me to the second part, believe, you must believe in yourself and in your goal for it to be a real goal. This is not a lottery ticket that you fill in and forget about it, a goal is something very demanding, you will need to focus on it and passionately involve yourself towards getting it almost every waking minute of your life, and once you achieved one goal you would probably move to a new one, because the moment you start living by goals you will not want to spend your time on anything less great than striving and achieving goals.
When you think of the goal try and imagine it as clearly as you can, the idea is to set clear goals just like walking towards a point in space, imagine that you are in the desert, there is nothing around you, no building no tress or body of water, as you walk you see something in the horizon, it looks like a tower, now you will walk as straight and as directly as you can possibly walk towards that tower -- this is the perfect way to set a goal and start getting it.
One last important thing is that you have to keep working on the goal, finding paths that leads you to reaching it, and monitoring your advancement as you go, do not close your eyes and run towards the goal since you never know what's on your way, trust your instincts and keep believing in yourself. You will need to work hard to get your goals but the good thing is that if you can dream it, you can make it real, this is the only thing you need to remember.