What are some important guidelines to follow when goal setting for physical activity

You must know your current endurance level. Don't copy other people's workout routine. You must always have it adapted to your specific needs and skills.
Establish the ritual of always stretching and warming up before any kind of physical activity, and cooling down before stopping. By doing this you're protecting your articulations, preventing muscle spasm and heart problems.
Choose a physical activity that fits your lifestyle. The only way you will stick to your goals is if they are realistic. 
Choose the appropriate equipment to the exercise or sport you plan to start practicing. Use technology to your advantage! 
Have a Nutritionist design a healthy diet for you. Even if you think you eat healthy, exercise always poses new challenges to the body, so your diet should be specific to your nutritional needs.
Don't forget to drink water. In physical activity, we lose lot's of fluids through sweat, heavy breathing and stimulation of the urinary tract. Therefore, drink water the whole day to compensate for the losses.

I hope this helps!