In essence, goal setting is a practice that means people will commit to future objectives or achievements and work out a plan that they will try to stick to in order to accomplish them. The idea is that it is really a form of planning that tries to move you on from your current situation to a new, improved one. As such, setting goals in a formal or even semi-formal way tends to improve focus. It also often means that you can keep your 'eyes on the prize' more effectively by helping you to avoid distractions and other calls on your time that do not work towards the objective you have set for yourself. Setting goals will often mean committing to a level of effort in order to achieve them, but by their very definition, the goals ought to be rewarding in some way.
Sometimes referred to as nondualism, non duality is often referred to as a mature or heightened sense of consciousness. In most areas of human consciousness, any person is thinking about themselves and their relationship with the world, their spirituality and the wider universe. However, this necessarily means there is a dichotomy between the person and everything else, according to adherents of non duality. However, when a state of nondualism is achieved, the 'I' is transcended and a sense of consciousness is created in which no such dichotomies are present. In other words, non duality is consciousness which transcends any sense of individuality, and that is at one with the universe.