Goals tend to artificially single out a specific aspect of life without regard to the the interconnectedness of all aspects of life. Think goal-induced blindness. The pursuit of a goal necessarily affects many other areas of life. Example: by setting a goal to exercise more, you dedicate resources to achieving this goal (time, money, effort, mental capacity, etc.), and while this goal seems noble, you end up having less time, money, energy, and mental capacity left for other things.
Consider the worth of the goal and the cost of what it takes to achieve it. Pick the things that are net positives. Example: “He is no fool who gives what he cannot keep to gain that which he cannot lose.” – Jim Elliot