For the love of God have one.
It's important to know why you are doing something. Say you're making a short film, if you're doing it just for fun that's fine but don't expect it to magically get you anywhere. Having a goal in sight is phenomenally motivational and just generally a good idea.
If all you have to say in this regard is "I want to see my film in the cinema" and you have not even begun talks with distributors and sales agents then that's just a pipe dream. Have a goal such as a particular festival or competition, without it you'll just kind of float around not knowing what you're really doing and probably end up with something that you'll discover doesn't fit the criteria of anything you could submit it to and is essentially useless.
My two cents. Any useful suggestions for achievable goals people might not have thought of?
