Actually I gave the solution away in the title already, but here's a little pre-story: Tim Ferris once stated (either in his book 4HWW or on his blog) that we should go ahead and choose very high goals, because nobody else dares to aim that high and we'll therefore have less competition. His canonical example is horny men trying to hook up with pretty girls, but not daring to approach the most stunning beauties of all. Therefore, he claims, anybody who seriously and competently hits on that person, will have higher than average success. But I think this is quite wrong, since the very definition of attractive appearance in those circles is that it attracts a lot of people, including unfortunately for everybody in the game some delusional losers who don't even know how to talk to other people and even less so when they are horny. As a consequence, the most desirable women can sometimes by quite annoyed by those people and therefore much more reserved and selective, which in turn makes them less fun to talk to. Additionally, since attraction is by definition hard to ignore, there are probably a few actually nice and very sociable men who set their eyes on the princesses of this world, so no matter how much competition there is, it will be much tougher.
But let's talk any further about the wrong approach to life, when the right one is so close. Like Tim Ferris, I believe that most people can actually aim much higher than they do and achieve their goals (without totally exhaust themselves in the process). The key is, in fact, very simple: don't choose competitive goals! Most people simply fall victim to the imitation bias and want things that other want, too, and if this thing happens to be a limited resource, then there will of course be competition and it will take much effort to win and with every winner, there will be losers, but losers might try again later, so more effort will be spent on all sides. A lot of books have been written about this, how to compete, how to convince, how to sell, and it will never be enough, since the competition obviously reads the same books, too.
On the other hand, if you and other people want something that you all can have and losslessly share, without anybody else losing it (or something else of similar value), then you'll probably get it pretty easily if you do it right and much importantly, it will get easier with time (because you improve) instead of harder (because their is no competition).
So the solution for the goal dilemma is simply this: choose altruistic goals and you can win really big without having to dispense superhuman effort. Creating win-win situation enables you to accomplish things that you will be really proud of, even surprised that you can do it.
Simplifying a theory by Martin Seligman, I think that human happiness is a combination of pleasure (think "sex on the beach", be it the cocktail or the real thing), flow (doing something really fun, which uses your skills and strengths, no matter if it's useful work or you do it just for fun), and finally accomplishment. The great thing about audacious goals is that they can focus your learning and doing in a way that creates flow and is also positively challenging, while at the same time, the accomplishment will be really meaningful and provide you with an emotional bonus that you can build on to do even more terrifying stuff (and have more fun in the process).
As the most basic example of win-win, consider investing more time into friendships and get less heated up about the dating game. Friendships (except for exclusive concepts like "one and only best friend for life forever") are win-win arrangements by their very nature. Friendships benefit you, your friends, and also your other friends and friends of friends because like-minded people tend to cluster together and thus meet more like-minded people.
Another basic example is to focus less on making money once you have enough to afford the basic necessities of life and all the simple pleasures. Think of mixing your cocktail yourself instead of buying it in an exclusive bar. Remember that making stuff is fun -- it creates happiness in and of itself.
Here's a stunning insight: Studies show that the happiness of people in developed nations did not increase in the last decades although their monetary wealth increased a lot. More intriguingly in another study, people in different countries were asked what level of income they thought would be sufficient for them to lead a happy, normal life, being able to afford all the things they really want (but not useless luxuries). The values seemed to be consistent in each countries, but different when comparing different countries, so the researchers concluded that this "happiness income" is probably influenced by culture. But there's one thing the researches didn't see: the happiness income was actually the same in all those countries after normalizing with the average income of each country. It turns out that people quite consistently think they will just need a little more than the average! And of course, this goal can never reached by all people! It is a win-loss game which makes us all work harder, pushes the economy forward, creates inflation, furthers consumerism and materialism... but it does not make people more happy.
Now, I don't want to talk anybody out of having a great career, especially in a field that creates a lot of value for humanity while still creating a big paycheck for you. But remember that your personal scale of accomplishment money-wise is anchored at the industrial average... which goes up just as you are trying to beat it. Surprise victories might happen, but they will not be big and maybe not lasting either. If, however, you focus on other goals, think win-win, you're much more likely to be surprised by your own success.