You can't have success without a goal, and it's hard to have success if you're trying to obtain a goal that is not S.M.A.R.T.
This is one of the first things I learned becoming a trainer. SMART is an acronym for Specific, Measurable, Action oriented, Realistic, and Timed. For health and fitness, the best goal is one that fits these requirements.
Example: If you have a goal that is specific (run a half marathon), measurable (you know when you've reached your goal as you cross the finish line), action oriented (start a running program), realistic (the date of the race is in a reasonable amount of time for you to safely train for), and timed (race date is ____) then you have something solid to work towards.
One thing I stress about goal setting, is to forget about weight or inches. Set a goal for an experience! Plan a hiking trip in the mountains, or a canoeing trip, triathlon, anything that will provide a positive and exciting reward at the end. Setting a goal to lose 10lbs may fit the SMART terms, but what happens after you lose 10lbs?
Set a goal to run 5km (for example), pick a race, and train as hard as you can for it! You aren't in control of the race date, so you know making it to a workout, or missing it, will have a strong effect on how well you perform. And when you participate in an event or activity, you will usually have pictures to look back on, sometimes a T-Shirt or even a medal, and you'll have these things forever to show what you accomplished.
Once you meet your goal, and you get the rush feeling of victory, you'll be looking for a new challenge to embrace and train your butt off for! Losing pounds, gaining strength, becoming more toned, all of that will happen, but it will not be the focus of your journey, it's just icing!