Traditional life coaches think you are too weak to be able to accomplish multiple things at once. Common wisdom says you should only try training for one goal at a time so you don't run out of motivation.
That's complete nonsense. In fact, there are millions people who specialize in training for painfully rigorous things, not just one at a time but in batch. They aren't extraordinary super-achievers; they are ordinary college students. An undergraduate student takes 3-4 courses during a single term. Mastering these courses is no mean feat but, as a whole, most students are able to complete each term with at least satisfactory acheivement in each topic of study.
How are they able to do this while the average person can hardly make progress on one or two of their goals? The secret is an effective syllabus, designed by experts.
Good training requires some source of rigor. Traditional goal-setting places this burden on the the learner. Let's take for example a beginner runner whose goal is to "be able to complete a 10K in 60 minutes". Even with this well-defined goal, it is up to the learner to fill in the blanks on how to get there. Most people just "get out there" and "practice". They may burn out by trying to do too much too quickly. They might encounter weeks of zero improvement. Pushing through these rough patches requires expending willpower, which is a limited resource.
Compare that method to a syllabus Bridge to 10K program. By following a syllabus, you are practically guaranteed to make meaningful progress with each training session. Sessions are designed to improve on or sustain the result of the previous session. But it is not just any progress; a good syllabus ensures that progress is being made at a sustainable rate. This reduces the issue of burn-out or plateauing. They also provide a well defined metric of success, for immediate feedback. An perhaps most importantly, a syllabus provides a timeframe so that the goal does not become a perpetual one.
A syllabus ensures that you make progress just by "showing up" and doing what it tells you.
Now all the rigor has been offloaded from the learner to the syllabus itself. Since each goal barely taxes your fixed bank of willpower, you are free to pursue as many as you have time for. If you have time in your schedule to allot to a given training program, you can tack that onto your list of goals.
So next time you set a goal, find a syllabus/training program to accompany it. A lot of forums provide such "[X] Week beginner programs" as sticky posts. On Reddit.com's mini-sites (called "subreddits"), helpful step-by-step tutorials can be found in the sidebar. And remember that if a college kid can learn 4 things at once, so can you.