The first thing you need to determine is where you want to go. These are your dreams and we all need to have them, they are what make us human. Unless we do something about them that is all they are ever going to stay, just dreams. To achieve your dreams you need to set yourself goals. Think of goals as the steps on a ladder while the rails on either sides are the goals point you towards where you want to go.
Dreams should never be set in stone, they are fluid and change with you. As you grow, as you situation and position in life change so should they. There is nothing wrong with that, you should never consider that as failure, merely adjustment. Any goal that you achieve is never for nothing, it is a method to help you grow and improve your life and your soul.
Life is far to short to be spend merely dreaming, if you want to achieve your dreams you need to do the hard work, determine the goals that will lead you to these dreams. Importantly, along the way don't forget to stop and celebrate your achievements for there are very few individuals who can keep stoically working towards a dream day and day out. Very much like a holiday you need to now and again take a moment to look back and congratulate yourself for what you have achieved. Life is about enjoying yourself and the journey that you are on, failing to do that will rob you of your humanity and isolate you in this World and we are nothing without those around us, especially those that we are closest to.
How many people do you know that make New Years resolutions and then break them after a few weeks. This is normal but those who are abnormal are those that get up, examine why they failed, make adjustments, set new goals and move on. It is those people who are destined for success beyond their wildest dreams but it takes discipline and practice. As the old saying goes "an inch is a cinch" so don't try making the rungs on your ladder too far apart to start with, many small steps is much easier ( as less likely to fail ) than one enormous leap.