Our plans miscarry because they have no aim. When a man does not know what harbor he is making for, no wind is the right wind.

Seneca the Younger (c. 4 BC-AD 65) Roman statesman, philosopher, playwright [Lucius Annaeus Seneca]

Moral Letters to Lucilius [Epistulae morales ad Lucilium], letter 71, sec. 3 “On the Supreme Good” [tr. Grummere (1918)]
    (Source)

Alt trans.: "If one does not know to which port one is sailing, no wind is favorable."