How do I set goals as a graduate student?
Becoming an independent researcher is hard, and is nearly impossible to do on one's own, which is why one has a Ph.D. advisor, to give structure, guidance, and advice (hence the name!). Plus, in the physical sciences, one typically is part of a research group that also serves as an intellectual home. Even if you're a beginning student, taking classes and not yet part of a group, it's very good idea to start to associate with faculty and more senior students; it's (probably) enjoyable as well as useful.