These are two different feature requests, by definition.
“Goal” is something that the user sets him/herself (e.g. 100km running per week or 40h sports per month or 5000km cycling during a year) and that would be nice to be able to follow during the timeline (goal met 20/52 weeks / 58% of yearly goal reached etc.).
“Challenge” - which would be very nice addition as well - is very close to what e.g. Endomondo or Strava have had, with their monthly challenges, only perhaps with a bit more variety in the challenges offered.
All in all, both would be very welcomed feature additions:)