The paper analyzes what personal goals primary school pupils are able to set on their own and how they achieve them in their decision-making process, thereby developing competence in learning to learn. In this work, the reader will be able to get acquainted with the theoretically grounded concept of the development of competence in learning and the possibilities of developing this competence in primary schools. In addition, it provides practical tools for the quality development of students’ learning competence, where students not only set personal goals and plan the steps to achieve them but also reflect on their experiences. An action research study analyzed the content of students’ (N = 50) personal learning diaries, discussing the students’ learning goals and the choices they make to achieve them and reflecting on the efforts made, and results were obtained in the development of the competence to learn. Based on the study findings, it is evident that fourth-grade students exhibit distinct patterns in individual goal setting, action-planning, and reflection processes. The analysis presented in this paper analyzes the general highlights and overarching themes and provides specific instances of goals, activity tasks, and reflections, offering insight into the cognitive processes of fourth-graders and their perceptions regarding the benefits and challenges of learning.