here is the problem with goal setting (as i see it). goal setting is a method to get you from point A to point B. it helps guide you and keep you on track. for example..if you were training for competition, goal setting can help to help you make weight. but its not really a good method for learning. if you were to goal set to make journey to cross the country you could set times from point A to point B. you would keep your focus on the time and how much there is to go , how much you have crossed. the whole time would be spent looking at the clock and the miles driven.
but in doing so you would miss the sights, sounds and the experience of new things along the way. setting a goal to "cross the country" would not help you find out that that little corner food stop called "miss macks" that looks like a house has the best apple pie made from scratch that comes from a recipe that her great grandmother taught her and the apples come from her back yard in a special orchard planted 100 years ago.
I have always used goal setting as part of my martial arts experience, I tend to be very targeted that way, and in no way do I think it has hurt my martial arts experience. Learning is learning, I may miss some things now, but it doesn't mean I won't find those same things later.
Two examples; first I wasn't real happy with my fitness at the last Dog Brothers Gathering, speed was down though I didn't feel real gassed by the end of matches I suspect my intensity flagged, I would like to be able to keep the pressure up on my opponents, and some of these 25 year olds are freaking energizer bunnies.

I would like to drop 10 pounds that I have gained over the last 2 years and work the hell out of my anaerobic fitness. I have 11 months to do this, pretty achievable with a small change in diet and workout routine, this is pretty straightforward and I won't go into details.
Second example, I want to fight with a staff at that same Gathering. This one is more problematic, I have never truly fought staff before, I have had training in it but never really brought it to the sparring floor. So how am I going to do this?
1: Increase personal time training with the staff with existing materials.
2: Research the hell out of what other fighters do in staff fights, this will be lots of video research. This is both looking for techniques to use and to counter. Watch the hell out of the five or so really good staff fights that I saw at this and last year's Gatherings.
3. Find about 10 high percentage techniques/combinations to focus on.
4: Dedicate about a month of the Training Group's time to focusing on the staff so they are good training partners for me.
5. Add staff to the sparring mix on our monthly sparring night, this will probably be light and technical sparring.
6. Revise focus techniques based on experience in monthly sparring.
7. Plan to do staff fights at the Beat the Crap Out of Cancer event in November and the Warrior Tipon-Tipon in March.
8. Get a fight in May against one of the scary guys I saw fight this last year, probably against that 25 year old who broke my finger last month, the jerk.
This isn't a race, I have a goal but I give myself opportunities for detours along the way. And I don't think I will ever run out of goals, I have waaay too much to work on for that.