I just did a search for learning goals on Google. Almost none of the hundred or so I skimmed through had anything to do with people setting goals for their own learning. Almost all of them were institutional or program goals that instructors, curriculum directors and instructional designers have created for educational experiences with the expectation that those goals will be adopted as learning goals by students who get stuck in the course.
One of the few links aimed at people wanting to learn stuff for themselves was this about.com page devoted to "Adult Learning" and "Continuing Education", which sound rather stuffy. Don't we all want to learn new things all the time, without it needing a label or a course? Interestingly enough, one of the other non-institutional result was the first page of 43 Things goals tagged with 'learning', which I've been paying close attention to.