I went through years and years of therapy before I could even contemplate having 'goals' in my life. Guess I am saying I can really relate to being in that place where you don't have any. For me there were many, many steps to get from (intially) survival in the moment, to seeing that I may actually *have* a future, to then even remotely feeling like I had the power to impact or guide what that future might be, to developing and idea of what I might want for myself in life, and then finally actively planning and working towards getting that idea to come to fruition.

Maybe what your therapist is asking of you is way beyond whatever step you are at right now in your own process. There's nothing wrong with being wherever you are now. And there's nothing wrong with talking with her about how you feel about what she has asked of you, and the difficulties you have with that.