Is it good to have a goal and then work it back in segments to the moment you're in now?

I can only answer from my own experience based on my results and those of my clients. The answer is, Yes. Always start with the end in mind. While the true end, can change over time, in order to productively start, you need to know where you want to go. Think Alice in Wonderland. When she asks the Cheshire Cat which way she should go and he asks her where does she want to end up and she says she doesn't care and he says it doesn't matter what direction she goes in.

 

The Cheshire Cat: That depends a good deal on where you want to get to.
Alice: I don't much care where.
The Cheshire Cat: Then it doesn't much matter which way you go.
Alice: ...So long as I get somewhere.
The Cheshire Cat: Oh, you're sure to do that, if only you walk long enough.

 

So do you want to walk forever, without direction and end up anywhere or do you want to walk in a specific direction and get exactly where you want to?