We are conditioned into thinking that success is good and failure is bad. But the truth of the matter is, that failure isn't bad - it's actually a very good thing. It is through failing that we learn and grow; we understand our limitations, our true ambitions and our inner most desires.
At the bottom of our fixation on goals, I suspect, isn't a simple desire to get things done, but a deep discomfort with feelings of uncertainty: once we've set ourselves firm goals, we get to pretend that the future is certain.
We seem to be chasing the end result while convincing ourselves that once we achieve the goal we will be happier and more fulfilled in our lives. Happiness seems to be this unreachable, future thing as the end has become more important than the means.