A goal is a binary thing: you either achieve it, or you don't.*
Consequently, thinking of your life exclusively in terms of goals inevitably reduces your life to black and white terms: either you have failed, or you have succeeded. This is bad because life isn't a zero sum game whose value is decided entirely by a specific outcome: the value of life is in the now, and in the present moment, the only time during which life is actually lived. It's never truly lived in the past or the future, and goals inevitably push you into the future (because you want to achieve them) or the past (because you regret not achieving them).
Goals are useful because they bring about focus. Focus, and the effort that results from it, is the real driver behind the achievement of a goal. Any goal worth achieving will take hundreds to thousands of hours of continuous effort. It's the focus that allows you to achieve something, one moment at a time.
Instead of goals, pursue focus. Focus accepts life for what it is: a series of present moments, moments that form a rich tapestry than cannot be reduced solely to success or failure. Life is not about success or failure. Life is about living.
*post heavily inspired by Leo Babauta's excellent work on the subject of goals.
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Bret Easton Ellis