No that's not what I meant - let me put it another way.

Say you get the sudden urge to build a car. That will probably require weeks or months of work to complete, so it's a goal that you have to keep in mind while you do all the related jobs - sourcing parts, designing and building the bodywork, etc. If you don't set yourself that goal then what should you do instead? Purely following your day-to-day whims can leave you with a string of unfinished projects in your wake - surely just as disheartening as trying and failing at a particular goal, if not more so?

"Don't set goals, just do things" is bad advice if you find yourself wanting to create anything bigger than an afternoon's work.