My wife provides a perfect example of all of the recommendations above.
Tell Someone
A couple of years back, she decided to run a triathlon. First, she told her friends of her goal. The night before her first triathlon, she wanted to back out, but she couldn't stand the thought of facing her friends afterward and telling them she'd wimped out.
Set Milestones
She also found a training schedule. That schedule essentially provided a series of milestones she needed to achieve to be ready for the triathlon.
Make It Measurable
Her goals for her first triathlon were measurable (though admittedly they needed some refinement). Specifically, she didn't want to quit before she started, she didn't want to give up in the middle, and she didn't want to die.
Do it with a Friend
For that first triathlon, she didn't have a friend to do it with, but for her second race (a 10k), she and her sister decided to do it together--in other words, she found a friend she could work with on her goal.
Tell Someone
She also posted her 10k goal on LifeTango for her friends, family, and the broader LifeTango community to see.
Make It Measurable/Be Positive
Then for her second triathlon, she set a goal to complete it in under 75 minutes--a positive, measurable goal (and one that's a little more constructive than "not dying").
Do Something Today
Most importantly, however, by DOING IT (in this case, by spending a lot of time putting one foot in front of the other out on the pavement), she's come to view herself differently. We live in Western Washington where it rains a lot. When she first started, she said she wouldn't run in the rain. But an amazing thing happened…
One day, after coming back from her morning run, she said to me "Well, I'm a runner now."
"What do you mean?" I asked.
"I ran in the rain, so I guess I'm officially a runner," she said.
By DOING, my wife has come to view herself in a new light--she now views herself as a runner and she's set a goal to run a marathon. The fact that she's now completed two triathlons, a 10k, and a half marathon will all help her toward her goal of running a marathon, but perhaps the most important thing is that she views herself as a runner. It's what she does. She runs in the rain. It's what she pictures herself as, and that happened because she performed actions consistent with that vision until her inner view of herself was consistent with her outer actions.