Why is goal setting an important skill for health or any endeavor in life?

One of the most frustrating challenges for individuals in recovery from mental illness and substance abuse is setting goals. But without goals, there is no sense of progress or forward direction. And hope is required in order to have the ability to envision goals in the first place. Given that goals are vitally important to every person in recovery, how can those with mental illness and substance abuse get help – or help themselves – to understand both the importance of setting goals and become better able to set them on their own?