Setting goals is setting a foundation for achievement. It gives you a reason to wake up in the morning and do things. It gives you a purpose on which to focus your time and energy. But setting big goals may appear overwhelming at first; with everything that you need to do you may not know where to start.
The key is to break down the big goal into small ones that are reasonably achievable within a much shorter time frame. They will serve as your stepping stones towards achieving the big one and keep you focused on what you need to do to get to the end of the line.