What is a primary goal and what changes when I set one?

The primary goal is the one you want in front of you all the time. It is pinned to the top of the Dashboard's goal list with a ★, and it is the goal shown in the top bar on every page. Only one goal can be primary at a time.

The setting is a checkbox on the goal itself, and its own note explains the effect: shown prominently on Dashboard / TopBar.

Setting a new primary clears the old one automatically. You do not have to unset anything first — marking a second goal primary demotes the first in the same action. That is deliberate: the value of the setting is that exactly one thing is being asked of you at a time.

Archiving a goal clears its primary flag, so an archived goal never keeps the top-bar slot.

Choosing one. The goal worth pinning is the one you are most likely to break, not the one you are most likely to hit. A drawdown ceiling or a trade-count cap in the top bar changes what you do at 2pm on a losing day; a monthly P&L target you are comfortably ahead of does not.