One of the most important things when setting a goal is to be realistic about what is achievable when we are attempting to achieve the goal. I am not saying not to push yourself and challenge yourself in order to get what you want, but we sometimes fall into the trap of setting ourselves tasks that are very difficult to achieve. When we fail, we tend to punish ourselves or give ourselves excuses for why we didn't achieve it. This can be a trap which starts off a cycle where we stop setting goals because we don't want to fail. I have done this in the past, and I have done it recently. It is a trap that we need to be aware of.
When setting a goal, by all means aim high and dream big, but pace yourself and give yourself the chance to succeed. For example, say you have a goal to run a marathon. This is a big and challenging goal. Chunk it down to smaller goals, which get a little more challenging at each step. Make your first goal something that is not overwhelming - just focus on that immediate goal. It might be that your first goal is to run for 1km non-stop. Once you have achieved this, you gain confidence and momentum. Stick with it.. gain momentum. Good luck!