A few tips on goals in general. As with all prior THPS I prefer to map my specials to specific buttons i.e up down ,down up, left right and right left where it can fit. You want a couple grind specials and manual specials for linking the combos. Also be careful mapping some of the air tricks like 900 so you know you can only do it with higher air.
Focus is your friend, this makes all the difference in this game. It doesn't work very consistently for me just clicking in left thumbstick, I find I have to ollie and be in the air when clicking it to get it to work everytime. As a rough general rule for the manual/grind challenges you need to get to around the pro marker normally before starting focus so it'll last until you reach sick. Also make sure you do a couple tricks to keep the meter full as it'll stop Either at max focus time OR when the meter runs out.
On competition challenges, once you get through to the 2nd round on sick if you don't look like you're going to reach the score. Restart the goal, it will replay the 2nd round. If you finish the round and fail you will have to do the 1st round again aswell.
On certain challenges you are allowed to use LB+RB to get off your board e.g some stall challenges, much easier than having to get exact angle of jump right. On one off the wallride challenges I landed down on the ground, just manualled grinded then wallrided back up to finish and still got sick.