Goals can motivate you. They keep you from taking the easy way out. Athletes are experts at delaying gratification. They are willing to sacrifice pleasure in the present for a bigger payoff later on. Olympians, for example, often spend years of their lives for a chance to compete in an event which comes around only once every four years.
Goals act as a measurement.
As you set goals, accomplish them, and then set new ones, you gain a sense of satisfaction and the realization that you are making progress. Whatever your goal, it's legitimate. Whether or not it's attainable is another matter. But worry about that later on. For now, what's important is to decide what sports mean to you.