That is very hard. I came with goals (he never asked) near the beginning of my therapy, but chickened out when it was time to share them.

Here's what I had at the time, which may have changed a little...

Regain self-control:
-Find an effective method to stop thoughts of self-hate, self-harm and suicide rather than continue to be overpowered by them for long periods of time.
-Keep myself from destructive habits, like withholding food during loss of appetite, and be more disciplined in taking care of myself (rest, exercise).
-Prevent lashing out in rage to hurt or distract myself.

Spiritual development:
-Refocus on abiding in Christ and having constant fellowship with the Holy Spirit, even during turmoil. How?
-Rely on God’s grace to complete me rather than exhausting myself attempting to orchestrate my own perfection.
-Develop true humility, rather than self-loathing or deprecation that is not of Christ.

Develop relationship skills:
-Transition one-sided relationships (all-need or no-need) into more balance.
-Eliminate comfort-seeking impulses in favor of having those needs met by God and existing relationships.

Personal development:
-Establish and maintain more realistic expectations for and evaluations of myself and my assumptions of how others view me.
-Foster self-determination, not requiring/demanding excessive amounts of input on the decisions which only or primarily affect me.
-Learn to manage unreasonable anxiety over judgment, rejection, abandonment, etc.

As far as what not to change, I wouldn't want to not be me! When I was repressing (T says outright dissociating) my emotions, I was living my life very successfully in terms of my issues not intruding on anyone else...but I couldn't do creative writing, had no inclination to pursue music and no goals or ambitions for myself outside of taking care of everyone else. It's like I was empty and soulless. I don't want to go back to that place. I want to keep the part of me that sees this "magical other world" that is invisible when I am sane and focused on just being/doing right all the time.

Honestly, when I first started therapy I wouldn't have been able to articulate any of these things. I think my goal would have been - try not to cry all the time

I think it's worthwhile to think about goals in this way and try to imagine what you want from therapy and your life. If you are strong enough to imagine this and articulate these needs, then kudos to you. I do think that some people (myself included) come to therapy and aren't able to articulate goals or what they want from life. They just know that a lot of things aren't working. If you have difficulty responding to these questions, your therapist should certainly understand. Take care.