Common advice for goal setting is to write down what you want and break it down into small steps. The problem is, we often don’t know what we want until we get it. For that reason, it is better to create options instead of goals.
We discover the world a lot like we discover maps in RPG video games. In an RPG game you start with a small visible area on your map. The rest of the map is covered in darkness. When you walk into the darkness it becomes visible on your map. The more you explore the more detailed your map gets.

When thinking about what you want or your goals, you can only do this with the “map” you can see. You can only brainstorm from the experiences you have. Although there are so many more possibilities in the dark part of the “map”.
What do you want?
Much of what will benefit you is in the unknown dark part of the map. You can’t see it and base your decisions upon it until you discover it. You can only discover it by taking action and stumbling upon it. Therefore it is hard to set the right goals because you can only do it with the information you already have.
This quote from Nassim Taleb sums up what to do about this.
If you “have optionality,” you don’t have much need for what is commonly called intelligence, knowledge, insight, skills, and these complicated things that take place in our brain cells. For you don’t have to be right that often. All you need is the wisdom to not do unintelligent things to hurt yourself (some acts of omission) and recognise favourable outcomes when they occur. (The key is that your assessment doesn’t need to be made beforehand, only after the outcome.) – Taleb
Instead of focussing too much on goal setting and trying to figure out what you exactly want. Generate lots of options and double down on the profitable ones. Wash, rinse, repeat. You’ll notice you can continue to spawn profitable options from your previous profitable options leading to a positive feedback loop. The more options you have the more serendipity will find you.
Some examples of activities that can increase your options are starting a blog, joining a sports club, hosting events or sharing content on social media.

Options are not equal
Some people and activities have extreme leverage. Working out or meeting a certain person can boost your life quality exponentially. Your environment can also be very powerful, such as switching jobs or your city.
So go out and start exploring your map. Find those options hidden in the darkness!