Does "set your intention" mean to set your goal?

No.To set an intention means to access the powerful energy field of intent to accomplish your desires, healing.

Intent is a force that exists in the universe; an invisible field of energy that when called upon sets up the path to attainment.

 Absolutely everything that exists in the entire cosmos is attached to intent by a connecting link. (Carlos Costaneda, The Active Side          of Infinity).  Intention is a force that we all have within us.  Some research suggests that intent interacts with our creativity, imagination, emotions, thoughts, physical body and intelligence (Omnipresent).  Activating intention means rejoining your Source with the awareness that previously inconceivable things are available.  (Dr.  Wayne W. Dyer, The Power of Intention)