"Would you tell me, please, which way I ought to go from here?
That depends a good deal on where you want to get to, said the Cat.
I don’t much care where— said Alice.
Then it doesn't matter which way you go - said the Cat."
Goal definition is the exercise to define what you want. What do you want out of your life, on in your work, or in this specific project?
Goal definition might sound easy as we all want a lot of things: love, health, friends, money, and so on... But in reality goal definition can be quite challenging to really discover and decide what you want and what is important and what exactly you want to achieve.

We go through so many different experiences in life that inspire and excite us. We meet new people, try new jobs, go through good and bad times, so it's natural that our wishes, values and dreams change and evolve over time. I'm a big believer in living the journey with a positive attitude and accept things (good and bad) as gifts to our personal growth.
However, we also have the privilege (and the duty) of CHOICE. And that's why goal definition is important. As captains of our boats we're ultimately responsible for our journey ahead come rain or shine. And not choosing is, in effect, a choice as well since we're letting others or the circumstances decide for us.
Our choices (conscious or not) are always the first step in every thing we do, be it small (go to bed, drink water, call a friend, etc) or large (change career, move house, end a relationship, etc). Therefore if you want a long and fulfilling life, you'd better make good choices.
And the best way to glue these small and large choices together is to make a DECISION. Decisions guide our actions, our words, our behaviors and our future. Therefore if you're looking for answers on how to improve your life and achieve big dreams, the secret is to focus on the decisions that will take you there, choice after choice.
That's the best way to set goals: kick off the ball with a decision, an immediate and clear change towards what you want, and take action now. The the most important power you have is the power of your decisions.