If you have 5 pounds to lose, or over 200 pounds to lose, setting goals can be hard. Even today, for me it's out of fear I will set a goal that I will not reach. Something to keep in mind is you may not always reach every goal you set the first time, but if you keep going and don't give up then eventually you will. When creating goals, use the S.M.A.R.T method, and it will help you get to where you want to be.
Because I still have a ways to go to reach my final goal, I still have yet to set it. I'm still making small goals that will lead me to a place I will be happy and healthy. But, the important thing to remember is if you set a goal and don't make it, DON'T EVER GIVE UP! Remember, life happens! And sometimes you may need to reevaluate your goals and make adjustments where and when it's needed.
The majority of my weight was lost the first year in 2011. Last year was hard for me physically and emotionally. I had an emergency appendectomy, hurt my leg twice, and went through some personal transitions that were very emotional to deal with and could have easily been used as excuses to just quit. I struggled because physically I was limited to some of the things I could do, and it frustrated me! Even though I didn't meet a lot of goals I hoped to achieve last year, I never gave up. I kept my sessions and just did the best I could, and even if I didn't improve much last year I at least kept the weight off I had lost.