Activity tracking apps often make use of goals as one of their core motivational tools. There are two critical components to this tool: setting a goal, and subsequently achieving that goal. Despite its crucial role in how a number of prominent self-tracking apps function, there has been relatively little investigation of the goal-setting and achievement aspects of self-tracking apps. Here we explore this issue, investigating a particular goal setting and achievement process that is extensive, recorded, and crucial for both the app and its users' success: weight loss goals in MyFitnessPal. We present a large-scale study of 1.4 million users and weight loss goals, allowing for an unprecedented detailed view of how people set and achieve their goals. We find that, even for difficult long-term goals, behavior within the first 7 days predicts those who ultimately achieve their goals, that is, those who lose at least as much weight as they set out to, and those who do not. For instance, high amounts of early weight loss, which some researchers have classified as unsustainable, leads to higher goal achievement rates. We also show that early food intake, self-monitoring motivation, and attitude towards the goal are important factors. We then show that we can use our findings to predict goal achievement with an accuracy of 79% ROC AUC just 7 days after a goal is set. Finally, we discuss how our findings could inform steps to improve goal achievement in self-tracking apps.