Goal setting is probably not what you think it is. Most people don't set goals because they either don't understand the importance or don't know how to intentionally and effectively set worthwhile goals. Please take a moment and re-read the last sentence slowly noticing the use and meaning of the word "intentionally".
The biggest hold back on goals is that people don't realize the importance of goal setting in their lives and will think of it as a lower priority item for success building. They think, "Once I get some success, then I'll plan more." Others think, "Once I have some free time I can then take the time to actually plan better."
You and I are always setting goals whether we realize it or not. You plan to eat this evening - don't you? It may seem like a passing thought but actually a lot goes into it. First eat at home or eat out? What to buy for home, when to start preparation, when to actually eat, what spices or other condiments are required, etc. Dinner out? - then with whom, where (fast food? casual? formal?), when, where, how to dress, etc. In any case we know we are going to eat but it takes setting a goal and planning to know when, where, how, with whom, and why (on many levels).
Since you're going to be setting goals anyway - either consciously or subconsciously, you should use deliberate intent on setting and planning your goals. In other words you must intentionally set goals and preplan all major future events in your life. The smaller events such as eating will also need to be incorporated into goal setting, but only after the larger more formal goals are set. This will enable you to wrap the smaller goals around the bigger goals in a way that supports the bigger goal. The decision about eating for example would play out differently if you had a larger goal for the dinner decision to wrap around. The choice now being to drive through fast food alone or eat with people who could potentially help you achieve your bigger goals. One goal may be to be healthier and wealthier, in which you would choose to skip the fast food all together and eat a healthier meal, probably with these other people who could help you achieve success in monetary or business goals.
Most people are afraid that if they find an opportunity, they won't have the fortitude to research it (which would inevitably require asking questions to strangers). If they do get that far, then they often either lack the knowledge to go forward, or they are afraid of being wealthy. Don't laugh about being afraid of becoming wealthy - it may be your problem as well. I have struggled myself with many situations, and have persevered and WON!
My goals have always been to share this vast knowledge that I have and am continually acquiring. My purpose is to make life much easier for those like yourself who follow. Instead of spending the next 50 years of your life learning the hard way as I have done, you can get this information very quickly.
Here is a major problem that I mentioned above: Most are simply afraid of becoming wealthy. This is a real problem for many and they don't even know it. In fact you may not eve know it! If you take some quiet time to yourself and honestly look deep inside on why you are not more successful, you may see this is true in you also.