You should always set your goals higher than where you are presently. As you make them though, set smaller ones. If your dreams are too big and you cannot achieve them quickly, they could seem impossible.
For example, if owning your own business is your dream, make smaller goals such as: choosing a location, researching the market, filling out paperwork, budgeting, and so forth. All of these task are easier to do and relevant to your dream.
By having smaller goals it will help maintain your focus and as you complete them, you will feel accomplished (which also eliminates discouragement). Know that all of your dreams and aspirations can be achieved, but you have to plan them correctly.