Choosing our problems and deadlines presupposes that we know ourselves - what we enjoy, what our talents are, what we want out of life, and that we have a reasonable amount of freedom to act on our choices. Goals bring focus to one's energies. Decisions are easier when goals are defined. Clear-cut goals make it easier to recognize opportunities and to spot problems when they occur. Part of life is to undertake this journey of self-discovery without having the destination fully in mind, and then having the courage to define, revise, and refine our goals as our vision grows clearer.
Obstacles force a greater vision and demand creative solutions.
As we create, we grow. Life isn't a straight path. Rather, it is full of twists and surprises. We end up at a better place than we had in mind when we started out. There is a human relations bonus to setting goals.