Many people feel daunted by the idea of stating a goal. Two things drive this anxiety: fear of failure, and uncertainty about methods.
Fear of failure is commonplace, though all the best advice applies: If you don’t try you’ve failed already; don’t look at the odds, look at the cost, etc. But the uncertainty about methods is a poor reason to avoid setting a goal, simply because a goal requires no methods.
If my goal is “build a house,” then knowing how to build a house is absolutely not a prerequisite to setting that goal. It’s a requirement to achieve that goal, and it will be part of the project plan that gets made. But the goal is absolutely the first step, and requires nothing else. Nothing but desire and ambition.
So if you’re saying to yourself, “I don’t want to set a goal of becoming a famous musician because I don’t even know how to play an instrument,” then you’re already cutting yourself short. You’ll never even learn if you don’t have some motivation behind the act. Whether your goal is to be a famous musician, a cool dude at parties, or someone with a more relaxing private hobby, desire cannot follow action. You won’t ever learn to play guitar at all.
So set the goal! Tactics come later, success or failure comes later, planning and action and iteration all come later. The goal, my friend. The goal must be set to be accomplished.