@Wedgy There should be an achievement book, but I find most of the achievements to be more tedious than fun. Both Bedrock and Java editions of Minecraft should also have The End, where you can defeat the Ender Dragon and see the title sequence. A lot of people agree that the Wither is harder, though.
Some intermediate goals that I like to have are:
Build a base with a bed, crafting table, and furnace (wool can be made from string)
Secure the area around the base (with lighting from torches)
Have a steady source of food (fishing rods are a life-saver)
Find some diamonds (at least five)
Find a group of villagers (hmmm)
Have a pet of some sort (cats are cute and scare off creepers)
Exploring Desert and Water monuments
Some other big goals are:
Exploring the Nether
Building a mob-grinder
Automatic farms
Enchantment rooms
I personally have the most fun with redstone, but I think the most important part of Minecraft is the creativity. Like, finding a way to solve a problem using redstone or building a mansion based around a theme, but you're definitely right in the "setting your own goals" part. You can change your difficulty anytime, too. (Except for Hardcore, I believe.)