Here's what it means:
* Set your sights: To focus your attention and effort on a particular goal or objective.
* What you want to achieve: This refers to the specific thing you are aiming for, your aspirations, or your dreams.
Therefore, the full phrase suggests you should:
* Identify a clear goal: What is it that you want to accomplish?
* Focus your energy: Direct your time, effort, and resources towards achieving that goal.
* Be ambitious: Don't be afraid to aim high and set challenging but attainable goals.
Examples:
* "She set her sights on becoming a doctor and worked tirelessly to achieve her dream."
* "Set your sights on what you want to learn this year and make a plan to achieve it."
In essence, the phrase encourages you to be ambitious and to strive for your goals with determination and focus.