Ok, so we're the same person.
I find that he easiest way to get a goal is to think of something you want, and go for it. Start small. Once you have completed a few smaller goals it WILL make you more confident in pursuing bigger ones.
If you are thinking of longh term goals immediately it can be difficult. Often people will put things off until it is too late because they thought they had enough time, of they go completely off the idea having already put in lots of effort.
Some goals are obvious to everybody. Things like "get my own place within 10 years". The sooner you start the better, but you have to balance that against short term goals. If you need good grades you cannnot afford to start working 8 hour days for a house in 10 years.
One of my only real goals in recent years was to get into one of the top 5 universities in the country for civil engineering. But that never happened becasue I messed up, partly becasue of my other goal of having enough money to pay all 3 years worth of tuition fees without a loan took time away from studying. Also I was lazy (I DIDN'T TRY HARD (enough)!).
When you find a goal, you need to clearly define it. Mine are presently: Save £700 within a month for a computer I'm after, get the red Peugeot that will be mine on the road within 8 weeks, and find an outdoor activity instuctor course to apply to by christmas (even if it doesn't start for a year yet).
With the first and second goals in mind, I now work on average 7 hours a day (I've finished school, so summer hols are ON!)
Knowing that I'm working towards that, I'm happy all the time. It doesn't matter what the goal is, if you are working towards it with all that you have, you will not be depressed or angry (if your depression or anger was from yourself. If someone murdered your family, it wont help
)
Sorry that I waffle so much, and if this is no help, well, that's normal.