One of the great things about games is how they handle objectives. Very rarely will you play a game these days that sets out one huge objective and just leaves you to it, they all break the main objective into sub-objectives. You tend to have an overall story line or a quest. This is then broken down into levels, missions or sub-quests, these are then further broken down into objectives, goals or tasks.
One of the main reasons for this, is that it is much easier for us to manage short term goals than long term goals. This can be attributed to things like how we process data, how our memories work, how we handle decisions etc. The further away a decision is, the more abstract it is to us (according to Construal Level Theory), the closer it is the more concrete. What this means to us here is that long term goals or objectives are hard for us to focus on properly, they seem to abstract, unreal. Short term goals are closer to the now and so feel more real and more importantly attainable.