I have a list of goals, and I need a word that would best describe it. A person would need to complete work on these goals to achieve their overall goal. E.g., "weight loss" would be a main goal, with "work out", "eating right", etc. being the goals that are part of "weight loss".
objective goal object end
These are all words for something that you are trying to achieve.
target a result that you try to achieve: Set targets that you can reasonably hope to achieve. sales targets
objective (somewhat formal) something that you are trying to achieve: What are the objectives of this project?
goal something that you hope to achieve: He continued to pursue his goal of becoming an actor.
While these definitions themselves do not give a very clear distinction, it seems the word goal is not limited to a single unit (a certain target), so that goal is no less a hypernym itself.
A person would need to complete work on all of these to achieve their goal.
Or better still,
*A person would need to accomplish all of these to achieve their goal*.
By the way, "work out", "eating right", etc. are not goals or objectives they are means to achieve the goal ("weight loss"). You must use appropriate sub-tasks instead. The example is not suitable for the question.
Often a group of activities that lead to an overall goal are referred to as tasks, or possibly tactics. See this discussion.
It has been already given as an option and you, in a comment, had said you liked this word: objectives
thing aimed at or sought; a goal
If you really like this word in particular, then go for it. It fits nicely for what you want.
There are various terms used in strategic planning, but you'll often see completion of objectives leads to the achievement of the goal.
You could also use strategy (as suggested by coleopterist) or strategic plan itself.