The goal at any moment in a go game is easy: find the biggest move and play it.[1] That is not much help though. (See for example greedy go.)
A helpful ordered list of goals should be a little longer and be an aid in what to look for when facing the usual dilemmas.
Which opportunities are there on the board? What kind of threats? What can the stones do for you? These change in the game and are different in different games. Your priorities change and depend on situations and different types of games.
Nowhere can these lists be absolute. There will be counterexamples for most if not all orders of importance. Blindly following these heuristics is a sure road to loss. Furthermore, preventing your opponent from doing something Ooba (big) or Kyuuba (urgent) is potentially as effective as playing such a move yourself.
The priority of what to look for, and where to look, both change as the game proceeds. Addressing a combination of goals into one move makes for strong moves.
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During the first moves the central theme is the division of claims to territory (immediate, local profit) and influence (potential, nonlocal profit). Strictly territory-wise both players usually try to grab the cheapest (maximum points per stone) spots first.
See corners then sides then center.
However, negotiation-like exchanges happen, where
What exactly to give priority is not strictly a technical matter, it is largely a matter of playing style[2].
In order to prioritize one should be able to assign comparable values to territory and thickness. The value of thickness itself should be somewhere between the deadweight value of thickness and the potential value.
Most of the standard pattern?s of these exchanges are in the opening of the game. These Joseki, sequences of best moves for both sides, have been studied by many generations of players.
Priority of extensions, according to in the beginning:
As soon as there are a few stones on the board
The first non-joseki fight marks the end of the opening.
Where there are black and white stones in each others' vicinity potential territorial borders appear. Territories and frameworks come into existence with two insides: your opponent's and yours, and an outside - the rest of the board.
Underneath the pushing there is always (as always double, yours and your opponent's) the consideration of life and death. Can I make life here? Kill or prevent life there?
The question of eye space breaks down to several goals:
For your weak groups, you should:
or
The second and third goals are another way of saying "Dont let your groups become surrounded" and generate a new overall goal: achieve and destroy connectivity.
For your strong groups (thickness):
For your opponent's group:
When stabilizing the border becomes the main task the endgame has started. The type of move that does this (Yose moves), can occur early in the middlegame.
There are some Go proverbs that deal with priorities
See also
[1] Besides, it's wrong. See Tedomari, for instance. -- Bill Spight
Bill: No, tedomari does not affect the size of a play. It is a global feature.
[2] There is a page on that subject but it really needs editing by a sensei.