Here's my thought on goal setting. Keep in mind I don't do it currently, but have been working my way to it. However, based on that, this is what I know: Try and make your goals as concrete and quantifiable as possible. Goals such as "improving fitness" and "losing weight" really don't mean anything unless you tie a number or something to it. I don't do crossfit, but in Olympic Weightlifting a lot of lifters set goals to hit specific numbers in the lifts within a given timeframe. You could also set a goal to improve by a given percentage, same basic thing, really, but it's a quantifiable amount to improve and strive for. Also, be careful of opposing goals such as losing weight and gaining strength at the same time. That is very difficult especially if you have a lot of weight lose or want to gain an appreciable amount of strength.
Hope this helps somewhat, and I will look forward to other's responses!!