Goals are whatever we're trying to achieve through something we do. A sense of control is essential to goal striving - that is, the sense that we can control our state, behavior, and/or environment well enough to make something happen, or not happen. Without a sense of control, we are likely to fall into despondency. Repeated goal failure undermines our sense of control. Repeated goal failure is likely to make us very unhappy.
Given the personal pain exacted by goal failure, we develop "optimization heuristics" to increase the likelihood of success and provide a psychological cushion for when we fail. One heuristic is to maintain sufficient goal diversity to insure a sense of control, optimism, and competency in at least a few life domains. So if we suck at x, at least we know we're good at y.
Part of the payoff of achieving goals is an increased sense of control. The payoff is bigger when there's at least some challenge, when it's not a slam dunk. Mastery experiences and "small victories" increase confidence to keep moving and take risks. Risks are easier to take when we have multiple sources of well-being. That is, the prospect of failure is less daunting and the ability to bounce back from failure more assured when we have a diversified portfolio of well-being assets. And one of the most valuable assets is a sense of control.
Reference:
Heckhausen, J., Wrosch, C., & Schulz, R. (2010). A Motivational Theory of Life-Span Development. Psychological Review, 117(1), 32. http://doi.org/10.1037/a0017668