The document discusses the fear many people have around setting goals and the potential downsides like not achieving large goals. It suggests setting a large, distant goal along with smaller interim goals that are likely to be achieved and demonstrate progress. This approach avoids relying only on luck while still working towards something meaningful. It also notes that humans naturally set goals consciously or unconsciously, so it's best to choose goals wisely that satisfy deeper instincts and drive progress towards the larger objective.