Yes, this is very effeective in the fitness arena. Instead of setting a goal to lose X amount of weight, just focus on goals over which you have more direct control (e.g. a goal to build your strength up to be able to do 20 push ups in a row, or a goal to have a jog 6 days a week for a month).
These goals aren't easy, but they are more directly under your control.
These goals aren't easy, but they are more directly under your control.