Odysseus's main goal is to return to Ithaca, from which he's been absent for twenty years.
A quotation from the text that backs up this claim comes from lines 11–13 in the Samuel Butler translation of 1900 revised by Timothy Power and Gregory Nagy:
Now all the rest, as many as had escaped sheer destruction, were at home, safe from both war and sea, and Odysseus alone, filled with longing for his return and for his wife ...
This is Odysseus's main goal in a nutshell; he wants to go home to Ithaca, his kingdom, and fall into the ever-loving arms of his wife, Penelope, once more. This explains why Odysseus is so sad as he sits upon the shore of Ogygia, the island where he's been held as the captive of the beautiful sea nymph Calypso. She wants Odysseus to marry her and become immortal.
Tempting though this prospect would be to many men in Odysseus's situation, he's not interested. He just wants to leave Ogygia as soon as possible, take to the seas once more, and begin the long, hard voyage back to his homeland. Thankfully, Odysseus soon gets his opportunity, and his adventures can begin.