Retired Navy SEAL David Goggins has competed in more than 60 ultra-marathons, triathlons and ultra-triathlons, and has won a handful of them. He's also a former Guinness World Record holder for completing 4,030 pull-ups in 17 hours. But the 44-year-old hasn't always been fit. Before he decided he wanted to join the SEALs, he weighed 297 pounds and spent most afternoons on the couch with "a box of mini donuts and a chocolate milkshake," he tells CNBC Make It. To get into the Navy, Goggins first had to meet basic physical fitness requirements and shed 106 pounds. He did that in two months and then went on to become the only member of the U.S. armed forces ever to complete training as a Navy SEAL, Army Ranger and Air Force Tactical Air Controller. Below, the accomplished endurance athlete and New York Times best-selling author of "Can't Hurt Me" shares a five-step strategy he says can help you achieve any goal.

1. Slow down and refocus

Before you even set any goals, you have to give yourself time and space to think, says Goggins. To understand your "why" and what motivates you, "you first have to spend time alone," he adds, especially in today's fast-paced environment. "Everybody's walking around looking at their phone. … They go home and flip through channels. They go home and talk on the phone. How are you going to figure out your purpose if you haven't figured out, first, in a quiet space, what you need to do? "The world is moving too fast. You have to slow it down and gain control." Carve out a time where you can just focus on yourself. Find a quiet space and turn off your phone to minimize distractions. Then you'll be able to think.

2. Establish your purpose

"In that alone time," says Goggins, ask yourself: "What's my purpose? Why am I here? Why am I doing any of this stuff?" Keep in mind that your purpose won't necessarily align with your passion. "A lot of people think, 'I have to find something that I love doing and that's my purpose,'" says Goggins. But that won't always take you in the right direction. Really think about what could work for you. If you're struggling, try an expert-recommended exercise that can help you figure out what to do with your life.

3. Set specific goals

Once you establish your purpose, you can start setting goals, says Goggins. They should be specific and give you clarity and direction. For example, if you want to earn more money, have an actual dollar amount in mind. If you want to get fit, decide what specifically that would look like for you. If you want to get ahead at work, identify the promotion or title you want to earn. Don't just think about your objectives — put them on paper. Writing down your goals helps you map out your future, separate your fears from reality and could even help you land your next job.

4. Make a plan

Now that your goals are in writing, you have to figure out exactly how you're going to achieve them. Do you need to wake up earlier? Exercise several times per week? Land more clients at work? It'll be easier to execute your goals if you can break them down into manageable steps. Plus, knocking out smaller tasks right away will help you build momentum. When making your plan, it's also a good idea to anticipate obstacles that might arise and come up a way to deal with them.

Retired Navy SEAL David Goggins

5. Take action