The Final Goal is one of the Conversations that you have to listen to in Diablo III. Listed below is in which Act the The Final Goal Conversation can be heard, and in which quest the The Final Goal Conversation become available.
The Final Goal - Act 3 - You have to talk to Haedrig during the Tremors in the Stone Quest before you start the next quest
More guides can be seen at the Diablo III Forums. The complete list of all conversations can be found at the Diablo III Hassling Haedrig Conversation Achievement Guide. If you have more info about the The Final Goal conversation please post them below.