"Ultimately, what should my goals be" is a natural question. It appears even outside of philosophic contexts, popping up in all sorts of hyper-deliberate occasions, e.g.: a government writing a constitution, a corporation laying out their strategy, or a teenager trying to figure out what sort of person they're going to become.
Even though it's common, the question contains an inherent difficulty. An ultimate goal is a bedrock goal, something that every action seeks to achieve. That means that a standard approach like "what you choose should depend on what you're trying to accomplish" is uselessly circular. Since you're trying to decide what to accomplish in the first place, you can't use it to answer the question. Further, any ultimate goal you do manage to come up with would be subject to the question "why did you choose that?", which brings its own set of problems. If you give a reason, then the goal wasn't ultimate. If you say "I didn't choose it for any reason" then you look like an idiot (though, ironically, you may have answered correctly).
The real puzzler here is how to choose what to value without presupposing a set of values.
By now, a lot of people reading this will have already dismissed it as a problem with an easy solution. What's interesting is that we'll all come up with different "easy solutions" and many of them won't immediately seem compatible. Let's meet to discuss! A few popular routes, as a warm up:
• Hedonism -Ultimately, we should seek pleasure. Really, we can't even help it. After all, anything else that we decide we want is really just an attempt to be pleased with ourselves (for our generosity, work ethic, social standing etc.)
• Deontology - Ultimately, there are things that are just right or wrong. Regardless of what makes you happy or what you prefer, you should seek to do these things.
• Influenced-by-Existentialism - Your life is yours to create. Ultimately, you should make it the best life you can. That doesn't mean that you'll always be happy, or that you'll never steal. But it does mean that, looking back, you'll be proud of what you are/were.