billswift comments on The First Step is to Admit That You Have a Problem - Less Wrong
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Sometimes a problem doesn't have a goal so much as an... ungoal. Basically, an attitude towards a state of affairs that is "I want ~that". That seems awfully broad to classify as a goal. Tasks do properly have goals in mind; not all problems do.
I would say all purposeful action is goal-directed. You may need to clarify your goal before you can effectively work toward it, but the goal is there even if you can't state it clearly yet.