While setting goals is critical, you need to achieve them. That's the whole point, after all.
Oddly enough, goals can become barriers. You set them, but never reach them. Or if you do reach them, it took an unusual amount of time and effort to do so.
Self-sabotaging thoughts and behaviors come in a lot of different guises, and can have many different underlying motivations.
Making a conscious effort to change and progress can be one of the scariest things a person can undertake. Even in the most motivated individual, deep down you'll find kernels of doubt and worry.
Often, when faced with a goal, there's a feeling of existential dread, of worrying "what then?" Other times, you lack a deep-seated belief that you can do it. Wanting it, and wanting to do it are two different things. Lots of people "want" things, but lack the resolve to take the steps on the path to get there.
Set goals. Achieve them. Once you're there, set some new goals and set about achieving them.