I've been giving this a lot of thought because I found it a pretty interesting question for me. I feel like my long term goals are vague, and tend to be focused on the journey, or what I want out of the journey itself, rather than achieving any kind of end-game. I do not tend to share these, and realize for a lot of these I have an "emotional" understanding rather than an ability to put them into clear words that would communicate them effectively to someone else. I don't find it limiting that these are vague. And when, from time to time, I recognize that I've achieved something that had become a marker for me on the journey, it's very empowering. I also have recognized that some of these markers/achievements are pretty petty, and I would never, ever admit to them to anyone out loud. But even those have been quite satisfying.
With medium goals, I share a lot with my current Pro. He is really good about helping me put together a plan to meet the goals. (Also, if I do not have a plan, he has a plan that he will implement, which may or may not be in line with my own interests.) I also share with my coaches, doctor, trainer, dietician, etc. (depending on who I'm working with/have access to at any point in time), but outside of my Pro, usually it's with respect to a specific issue or specific goal (e.g., increase flexibility and strength in lats, improve fluidity of heel turns in standard, or whatever) that I know will take a while to achieve, but that (1) I think I can achieve at some point, and (2) can be clearly summed up and outside input will help. I will especially seek out help if I am struggling to make progress to a mid-term goal, where I feel I should be able to achieve it or see improvement.
I tend to share short-term goals with anyone who will listen. While my long term goals seem to have an emotional tie in that I am unable or unwilling to express or admit (even sometimes to myself), my short term goals seem more akin to telling someone I'm going to the market for milk - very targeted, specific, highly likely to be achieved, and bland.