... about anything that might be getting in the way of your goals. You can seek out a friend, a confidant, a doctor, a pastor, a family member and you can talk face to face, on the phone, in an email, on a message board--but talk to somebody. It will help you to think things through and stay focused--don't go out and "chase bunnies!" Stick to your goals!
Don't forget these goals can be about things other than your fitness and weight loss/ maintenance goals. They can be about your personal goals, financial goals, professional/ career goals, family goals etc... This is really important if something might be a bit problematic or worrisome.