How to Set Small Goals

How do we know when to have those shoot for the stars kind of goals and when to go for the small, just do the next thing right in front of me, tiny things? Imagine a line and one didn't have it says overwhelming and one says boring. Some people go, John, I'm going to run the Iron Man. Other people do it so small, they're bored. So you're looking for a goal that stretches you a little bit and it's inspiring but not so big that it's overwhelming.