"I'm sorry you feel bad about not meeting your goals-- what I would suggest is that you begin meeting your goals, in order to feel better." - Random Quote by someone.
What's missing here is 'the setting of goals' itself. I often find myself setting random goals or not setting them at all because I get confused by all the choices available to me. If I do this, I can't do this other thing but if I do this other thing then there's this third and the first thing I'll need to reconsider etc.. etc..sort of like a dog chasing it's own stupid tail and going in circles! How do people deal with this question anyway? I'm definitely not one of those people who are driven by a passion for a certain thing. I have to search long and hard for it.
After trying for years, I've decided to not have any substantial, meaningful goals at all and see how far I can take this goal-less state. I do have short term, easy to meet goals set for now like the triathlon and it seems to be working as far as keeping me fairly happy. But I know I'll need to pursue this question of meaningful, satisfying, long term goals at some point. Postponement is the easiest strategy to follow for now, it seems.