The Importance of Having Sprint Goals
Sprint goals are the heartbeat of Scrum and are the common denominator between many Scrum Events
Sprint — Time-box during which the Development Team attempts to build a Product Increment to achieve the Sprint Goal
Sprint Planning — Selecting the Product Backlog Items and creating a plan to meet the Sprint Goal crafted during this meeting
Daily Scrum — Optimizing the probability of reaching the Sprint Goal
Sprint Review — Gaining feedback on the Product Increment that was built to meet the Sprint Goal
Sprint Retrospective — Inspect how the last Sprint went with regard to people, relationships, process, and tools. Because in all other events, the Sprint Goal plays a pivotal role, and the purpose of this event is to reflect on the overall process, it definitely includes the Sprint Goal. The Sprint Retrospective covers how well the Sprint Goals were set and understood, and how the team adjusted their plans to make meeting the Sprint Goal possible.
In addition, you are only allowed to make changes during the Sprint as long as the Sprint Goal is not at risk. The only reason for canceling a Sprint is when the Sprint Goal becomes obsolete. The Sprint Goal dictates which changes are allowed and whether the Sprint still matters. That’s how vital the Sprint Goal is when you use Scrum.