Goal setting is a highly important aspect of personal training and fitness in general. Without having set goals your training can become aimless and progress can stagnate. Having goals works hand in hand with the principle of specificity, which states that we get better at what we train for.
Ultimately, only you know what you want to achieve. If you go to a personal trainer, it is not the business of personal trainer's to dictate your goals. Rather the aim for a personal trainer is to help you achieve what you want.