Goals give you direction and purpose. It gives you actual meaningful stuff to do in your everyday life. So you'll be less bored. Also, constantly doing stuff and sticking to your goal builds up the willpower and motivation muscles in your brain. You don't have to be obsessed about attaining your goal either, as the saying goes 'enjoy the ride'. You should aim to find happiness along the path, not just at the end of the journey (if you ever make it there). Basically happiness =/= success. Instead, happiness = fulfilment.

You've heard of Maslows hierarchy of needs I'm sure:


Look at the 'self-actualization' section at the top. This describes the 'meeting of one's potential'. Another way of thinking about it is 'what a man can be, he must be'. What I'm getting at is that goal-setting and this 'self-actualization' thing is a great way to max-out your mental + physical health (the hierarchy was developed from a psychological study of the healthiest 1% of a population).

Perhaps it was ill-advised to recommend you undertake Petersons 'self-authoring' (basically self-actualisation), before you attain most of the lower needs. Attaining these more fundamental needs would certainly help clarify the direction you want to take your life.