What session are you in the program? The session you are on may determine what goals you set. I don't suggest you jump ahead in the program but you can find more information on setting goals in session 4. The page "Setting your Goals" will likely help the most.
Setting goals can be tough. What area do you want to work on first? Setting a goal you are excited about is important. I would also agree with Davit, smart small. Which goal creates the least anxiety for you? Start small and work your way up.