Stages of Learning
Kanfer and Ackerman broke skill acquisition into three stages: declarative knowledge, knowledge compilation, and procedural knowledge. These stages are ordered from novice to mastery of the cognitive task. The order also follows the cognitive resources required in performing the activity, with declarative knowledge requiring substantial attention, while procedural knowledge requires only minimal attention.
In summation, during the declarative stages of learning, before performance routines become automatic, you require substantial cognitive resources to learn and master the task. Those in the procedural stage have automatized their performance. They can devout their cognitive resources to a second task with minimal impact on performance.
Nexus to Learning vs. Performance Goals
What do the stages of learning have to do with learning & performance goals? As summarized by Seijts and Lath,
When people are in the declarative stage of learning, before performance routines have become automatic, their cognitive resources need to be allocated to mastering the processes required to perform well rather than to the attainment of a specific level of performance.
Therefore, when you are in the declarative stage of learning - set learning goals. However, when you are in the procedural stage of learning - set performance goals.
 Ruth Kanfer and Phillip Ackerman, Motivation and Cognitive Abilities: An Integrative/Aptitude – Treatment Interaction Approach to Skill Acquisition, Journal of Applied Psychology Monograph (1984), 660-61.
 Gerad Seijts, Gary Latham, et al., Goal Setting and Goal Orientation: An Integration of Two Different Yet Related Literatures, The Academy of Management Journal, 229