You start with goals that will make you stretch. Don't settle for arcane, vanilla goals like "make more money". I don't know many folks who don't want to make more money, so it's really not a goal. Now if your goal is to be a millionaire by the time you're 40 is more specific. Jim Rohn said to make becoming a millionaire one of your goals for who you'll become in the process.
I agree that you want goals that push you. Some goals should push you harder than you ever expected. However I also think some goals should be easier. You want goals that are small to give you that feeling of success even if they're easy. A little progress forward is still progress.
There is a great deal of benefit to positively reinforcing yourself. When you begin achieving your smaller goals you naturally will begin progressing to achieve the more challenging one's.
Setting the goal is the first step. The second is to have your goals where you can see them. Rohn said to keep the list of goals with you at all times. Sales legend Jeffrey Gitomer goes a different direction. In his classic, The Sales Bible, he writes that once you set a goal write it on a post-it note and put it on your bathroom mirror. Read the goals allowed when you see them. Then when you achieve the goal, put it on your bedroom mirror so you can review your accomplishment before you leave. Read THOSE aloud too.
As much as I love Gitomer, when I first read that I thought it was silly. Then after several years of thinking that I tried it. I wrote my goals and post it's and stuck them to my mirror. Why? First because what I did, nothing, wasn't working very well. Secondly, because I really didn't know what my goals were. I could certainly rattle them off, but now I see them several times a day. They nag at me every time.
It's so simple yet so valuable. Now instead of rattling some off I know exactly what they are.
Here's how it can work. The other day I ripped the note off that said 100 PUSH UPS, and crumpled it into the trash. Actually it landed next to the trash. After sitting down I felt like a failure for setting that goal and giving up before trying. I went back into the bathroom, picked up the note, uncrumpled it, and put it back on the mirror.
Then I did some push ups. That's how it works.