What is the most important step in prioritizing goals?

Decide exactly what you want to accomplish in the short term. While long term goals are necessary in business (it's wise to see the "big picture" when trying to plan), such long-term goals cannot be achieved right away; so, it's useful to identify some short-term goals that are actionable and give you something you can immediately work towards.

Also, most people set goals that are too broad and are impossible to achieve at all, resulting in frustration or feelings of failure. To avoid that, focus on one or two specific results you could actually achieve; orient your planning around making them into a reality. You can then build on your success, and use it to take you to other positive results.