And, while most people would probably agree with that statement, few actually do it consistently. Some people only set goals or "resolutions" just prior to the new year. But, goals can be set at any time of the year, month, week, or day. And, even if it's just a prioritized 'to-do' list, that is still something.
For the day-to-day stuff I write to-do lists. For the month-to-month and year-to-year stuff I write more general goal lists. And, of course I'm not 100% on everything, but it does provide me with a framework and good motivation to get off my butt and do things.
However, something important to remember about goals is to make sure they are not vague. Specificity makes them more real to us. Instead of being an unrealistic fantasies with no specified 'how to,' where, or when, goals need to be realistic, well-planned, and dated. For example, instead of saying, "I will lose ten pounds," one should say, "I will go to the gym every monday, wednesday, and friday, and run every morning before work, and aim to lose 10 pounds in a month." In such a way the goal is not mere ambition, but also is coupled with a plan to bring it to fruition.
So, as you may have guessed, I wrote down some goals today. They are all self-improvement related because I believe that I am the only person I can will to change. But, that doesn't mean you shouldn't do likewise. It's your call though. No arm twisting here.
PS - I'm sorry if this post bored you, and you "knew this stuff already."