Whenever I am approached with this question I can always feel the pull of the undercurrent of what is really being asked: “How do I fulfill my dreams?” Objectively, the ability to not only set but accomplish goals has everything to do with time management, focus and completing a task.
Consider this question: “What is your largest aspiration? Your most lofty dream?” Write it down somewhere. Now imagine that someone whom you admire and respect stood before you and asked you to go out into the world, at this very moment--without delay, and execute on that desire.
An insurmountable task no doubt!
This sense of insurmountability is a common pitfall that dissuades many people from their heartfelt intentions. We, as people, are naturally inclined to look at the finished product and consequently judge ourselves based on the difference between the present state of affairs and our envisionment of the future.
Instead, treat task setting like you would a jigsaw puzzle. Begin with this grand picture in your mind. Next, fragment that picture into hundreds of little manageable tasks (e.g: group similarly colored pieces, group pieces that make the edge, etc). As you tackle these small tasks you will start to make significant progress without even realizing it. From time to time, look back at your reference: your big picture. As you reevaluate what you have accomplished you can realign your goals and then proceed to go back to the small details.
You will surprise yourself with what you can accomplish in this way.