What you must never do is set unattainable goals. For instance, saying you are going to exercise six times per week for the next month when you haven't exercised six days in the last year is setting yourself up for failure. When you set up your goals, do so in a way that they require some effort, yet don't seem impossible. You don't want to be discouraged with failure after failure. By using the examples I previously mentioned you could expect reasonable success.