The major goal of all of the shoguns of Japan was to consolidate power and to keep it in their own hands. In this sense, they were typical of feudal lords in all parts of the world.
The feudal system is one in which it is inherently difficult for rulers to keep power. There are always powerful vassals who are important in their own right. In Japan, these were the daimyo. These powerful vassals will often want to gain more power for themselves, with the intent of either becoming more autonomous or the intent of taking power for themselves.
The major goal of the shoguns was to prevent the daimyo from gaining power. The shoguns wanted to keep as much power as they could for themselves so their system would remain stable.