You cannot gain goals. You make, create or set goals and then you achieve them (or fail to achieve them).

Gain = possession aquisition while Attain = to reach/achieve a goal "Today, I thought about a few goals I wish to attain". (You're wishing to reach/achieve a goal). You never really obtain a goal. Goals are set to be aimed for with effort, but you never really "gain" them.

"the goal I wish to attain" is the best way to say this. "To attain" = to succeed in achieving something, usually something that one desires and has worked for.

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Not quite, generally, we say we "make goals" when we are coming up with new goals. Then we are trying to reach our goals we say we "are working towards are goals"