Answer:
The relationship between personal values, choice and goal setting is that they are things done by man for his own self growth, development, and actualization.
Not having a personal goal can lead you to multiple consequences in life, such as living by the flow and struggling when meeting an unexpected situation. Also by not setting goals, you got no target. You lose focus. This can be a huge disadvantage when it comes to achieving. However, when choosing life goals, you should consider some harm that you might cause for yourself and others.
Let's take Adolf Hitler and Abraham Lincoln for example.
Both wanted to be in politics. Both very ambitious. One very ethical and honest. The other manipulative and strategic. See, the difference between the values.
Abraham Lincoln wanted to always come out of the dire poverty and powerless he felt during his young age. But by his middle years he had developed solid ethics and values. According to that he made the choices. That led him to the highest chair of the land. But even here he didn't take advantage of the position. His values were solid.
He had almost lived the 'life of a slave' when his dad used to send him to work at other neighbor's houses and used to take the money on his behalf. He understood truly the powerlessness and no voice, he felt the slaves had. When he got a chance he made the choice of Emancipation Proclamation and made the whole slaves free. But here to bring up the slaves, he didn't put down the ruling class. See, the difference. Bringing down someone to bring up someone. Instead he tried to bring those who were powerless to the same status. A very compassionate heart!
Deep, true, values! Those values lead him to make goals to take actions towards a political career and the choices he took while moving towards those goals were supported by his values. A virtuous cycle.
Hitler also was very powerful, had huge political ambitions, but values were crooked. He felt the Germans or more correctly 'Aryans' who were not Jew were above other Germans. He wanted to bring them up. But much of the finance/ money were with Jews. They became the enemies. So, started rounding them up to send to concentration camps. To remove them of every single identity they had, removed names, belongings, tags, titles, family names, every single thing and gave them numbers. Psychologically bringing people down and making them ashamed/ powerless.
At the same time with his speeches he made the Aryan class 'he felt of Germans’ powerful, divisive, angry. The slight anger they had towards Jews who were wealthy, he blew up to humongous proportions with his speeches, marches, writings, arrogance. That slight anger he transformed into the huge hate/ movement against Jews. The Germans who had given their mind fully to him (brain wash) aligned behind him and the Nazi/Gestapo march started.
It was his values, the value of his group above other group that drove him towards his goal of becoming the Furher of Nazi party. The choices very different. The outcomes very different. Millions of Jews arrested, captured, incinerated and shot. Huge blood shed. Finally World war 2. Then war tribunal in Nuremberg and later the rights of POW and Geneva conventions during that time.
In both cases their values led them to the choices that then led to their goals and very different outcomes. Therefore, when choosing your life goals, think of the consequences to your own self and everybody, then decide what is the best.