By and large, most people set unrealistic goals, or set goals that are too large to accomplish without setting smaller goals. They forget the psychological aspects of setting and reaching goals and set goals that are unattainable, then feel bad about themselves for not achieving the impossible goal they've set for themselves.
Most people want to lose weight and look sexy. So they set a goal of losing weight and looking sexy and leave it at that. But "lose weight and look sexy" isn't a very achievable goal - how do you know when you've lost enough weight and look sexy enough? Setting a goal of "losing 10 pounds in 2 months" is much more achievable and measurable. It accomplishes the goal of losing weight and looking sexier, and it's measurable.
Most importantly it's realistic. Most people actually want to lose 40 pounds, but it's too big of a task to take on reasonably. Instead of losing all 40 pounds, prove to yourself that you can lose 10 pounds. Figure out how to do it at a smaller scale and gain the confidence in yourself to meet your goals.
But it's still too big for most people. It needs to be broken down into 8 sub goals of: Lose 2 pounds of weight this week. How do you do that? eat 200 calories of food less per day. Exercise with weights 3 times a week. Weigh yourself at the same time every morning and track the measurements week over week.
The first week that you lose 2 pounds feels pretty okay. The second week feels better. The third week starts to feel like you're on to something, and by week four, you've realized that you have a system to meet your goals and all you need to do is follow it.
So the main takeaway is: make your goals more achievable, and design them in a way that attaining them gives you confidence and that confidence compounds as you do more. Then the goal becomes a self sustaining reaction.
tldr: start much smaller.