My game "Moon" is lacking a clear goal. So if you have some ideas please let me know. Maybe exploring the moon is enough?
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find and confront the aliens? collect a sample of moon dust from each of the terrain types on the moon? find the spaceship that will take you home, which you lost at the beginning of the game? survive until another spaceship can come pick you up from earth?
it depends on the genre, but there's plenty you can do to give your audience a satisfying ending