One of the best things about research and the most challenging are the continually moving goals. These can happen for several reasons such as availability of equipment, technology, current theory, and discoveries that launch scientists into new domains. Therefore, research requires a certain bit of flexibility about it because one never knows if and when their goal can change.
The challenge comes from the ever changing goal and the fact that once reached, it may or may not be the end of things to come. For instance, there was a time when elements like oxygen, hydrogen, and helium were believed to never be any other state other than a gas. However, as experiments progresses, one after another the gases were liquified. This created a continually moving goal as one after another gas was liquified, with helium being the last. The challenge is not only to work hard to attain the multitude of goals but to be continually searching for where others may come from in the future.
The looking towards the future is one of the best things about research. It rarely ends but is a continual journey into the unknown. Just when something is figured out, more questions appear needing to be answered such as: Why did this happen? How is it working? Are there any ways this information can be used? And of course many more questions about the phenomena that was being studied. This makes it exciting because there is always an unknown to investigate and more to consider just around the corner!