Goal Setting is the first step in planning your swimming journey. Your swimming goals can be as simple as "I would like to learn how to swim fly or I would like to improve general fitness" and goals can be as exciting as "I want to win Age Group National Championships"
Goal Setting forms clarify what you want to achieve. Through the goal setting process you will create a plan of action in order to achieve the goal. Your coach can help you to create motivating and realistic goals. The coach can also advise you on what actions will need happen in order to reach your goals.
You should review your goals regularly. Are you on track or not. If no, are you being responsible and following through on the actions you stated you would take? If you have achieved the goal, celebrate, then write new goals.
If you have questions on goal setting speak with your coach.