Most Helpful Girl
Well it depends on what the goals are but generally yes you should. Your SO should support you with your goals.
Most Helpful Guy
From a relationship coaching lens, if your partner does not support your goals, there is no need to keep things going. Here's why:
1) Not everyone (including your partner) will agree with all of your goals but they should at least support them.
2) Not supporting them is a sign of disrespect or indifference and those same things will find their way into other parts of your relationship.
3) The longer you stay with them despite their lack of support, the more you are showing them that their lack of support is acceptable.