I think it's a good question. A few of my thoughts:
Goals seem to be a fundamental part of how human minds works. It's impossible to move your arm without having a goal of where you want it to move.
If you switch off having a goal for the movement in hypnosis and tell someone to try to move their arm, they tense up the muscles of the arm but don't actually move the arm.
I'm underweight. I tried a lot of interventions and measured my weight every day. One month I added 800 kcal of maltrodextrin to my tea every day. However doing it like that didn't work well.
Then I decided I have enough. I simple make a decision to gain weight and let the body figure out what needs to be done on it's own. That worked till I was occupied with other stuff. The fine control didn't help, on the other hand the intention helped a lot.
A strong intention organizes all the mental processes. I'm more likely to follow an impulse of hunger. My body puts out the necessary hormones to put on weight.
Areas where there are lot of conflicting goals produce a drain of mental energy.
Having goals that you achieve creates a feeling of agentship. It makes you confident in achieving other things in the future.
It seems to be an important concept that setting goals is something that should be done. Why?
Advocates of goal-setting (and the sheer number of them) would imply that there is a reason for the concept.
I have to emphasis that I don't want answers that suggest - "Don't set goals", as is occasionally written. I specifically want answers that explain why goals are good. see http://zenhabits.net/no-goal/ for more ideas on not having goals.
I have to emphasise again that I don't mean to discredit goals or suggest that the Dilbert's Scott Adams "make systems not goals" suggestion is better or should be followed more than, "set goals". see http://blog.dilbert.com/post/102964992706/goals-vs-systems . I specifically want to ask - why should we set goals? (because the answer is not intuitive or clear to me)
Here in ROT13 is a theory; please make a suggestion first before translating:
Cer-qrpvqrq tbnyf npg nf n thvqryvar sbe shgher qrpvfvbaf; Tbnyf nffvfg jvgu frys pbageby orpnhfr lbh pna znxr cer-cynaarq whqtrzragf (V.r. V nz ba n qvrg naq pna'g rng fhtne - jura cerfragrq jvgu na rngvat-qrpvfvba). Jura lbh trg gb n guvaxvat fcnpr bs qrpvfvbaf gung ner ybat-grez be ybat-ernpuvat, gb unir cerivbhfyl pubfra tbnyf (nffhzvat lbh qvq gung jryy; jvgu pbeerpg tbny-vagreebtngvba grpuavdhrf); jvyy yrnq lbh gb znxr n orggre qrpvfvba guna bgurejvfr hacynaarq pubvprf.
Gb or rssrpgvir - tbnyf fubhyq or zber guna whfg na vagragvba. "V jnag gb or n zvyyvbanver", ohg vapyhqr n fgengrtl gb cebterff gbjneqf npuvrivat gung tbny. (fgevpgyl fcrnxvat bhe ybpny YrffJebat zrrghc'f tbny zbqry vf 3 gvrerq; "gur qernz". "gur arkg gnetrg". "guvf jrrx'f npgvba" Jurer rnpu bar yrnqf gb gur arkg bar. r.t. "tb gb fcnpr", "trg zl qrterr va nrebfcnpr ratvarrevat", "fcraq na ubhe n avtug fghqlvat sbe zl qrterr")
Qvfnqinagntr bs n tbnyf vf vg pna yvzvg lbhe bccbeghavgl gb nafjre fvghngvbaf jvgu abiry nafjref. (Gb pbagvahr gur fnzr rknzcyr nf nobir - Jura cerfragrq jvgu na rngvat pubvpr lbh znl abg pbafvqre gur pubvpr gb "abg rng nalguvat" vs lbh gubhtug uneq rabhtu nobhg vg; ohg ng yrnfg lbh zvtug pubbfr gur fyvtugyl urnyguvre bcgvba orgjrra ninvynoyr sbbqf).
I suspect that the word "goals" will need a good taboo, feel free to do so if you think that is needed in your explanation.