Setting the stage for learning is crucial if students are to buy in. Regardless of the grade or age you teach, purposely choosing those things that you want your students to get out of a lesson is the first of many steps on the path to effective instruction. Whether you write the "learning goals" on the board or brainstorm the "success criteria" with your class or even verbally discuss where you want them to be in one hour's time; all of these things frame the lesson into a meaningful use of time with explicit steps and stages.
Students benefit from purposeful planning and carefully considered lesson objectives. There are so many individual tasks that we assign on any given day that it can be a daunting task for students to mentally assimilate this new information in a way that promotes a lasting understanding. If we outline our goals with them (especially in collaboration with them) - they can focus and follow the boundaries of the teaching.
There is no requirement or points given for staying perfectly within these learning intentions, though, feel free to stray a bit and make concessions along the way. In fact, real teaching does this. Using tangents and forging connections between prior knowledge and current instruction is one of the most effective ways to consolidate an understanding. Students appreciate entertainment and they should know that they are experiencing a dynamic lesson; not witnessing a well-rehearsed lecture.
Make students a part of your teaching. Share with them the goals for learning and they will ensure the learning lasts. A journey without a destination in mind can be overwhelming. Let them know where they're going and they can enjoy the ride that much more.