Gee, if you don't have goals (I agree with WarLobo's use of the plural) you have nothing to strive for and nothing with which to measure your accomplishments.
I use short-term and long-term goals. The short-term are things I can accomplish, well, in a reasonable amount of time. They're personal atta-boys. I even use mini-goals when I'm working on something truly difficult.
The short-terms aren't really lost once they're accomplished. They're badges of honor. I did this. Now, set some new short-terms and maybe add another long-term.
Maybe by lost, you mean that you can't ever stop striving. I'd agree with that. I just don't see an accomplishment as something lost. It's something to savor.