Big overarching goal: defeat their former group. Smaller goals: survival, learning of the "civilized" world, going from being outcasts to heroes, and going on side quests to either do general good or to gather resources.
Backstory:
Most of you humans, dwarves, elves and such... you see us as "goblinoids;" little more than less excitable cousins to the pyromaniac greenskins that plague these lands like a cancer. We have lived inside of it though. We know where we come from, who hobgoblins are... and what's coming.
Just a decade past we were seven disparate tribes, squabbling amongst ourselves for resources and respect. Then came King Zegram, The Bloody Handed. He threw down the subcheifs of old, the petty jarls... he said they lacked vision. Then came the War of the Seven Heads as King Zegram marshalled us against our kin in truly devastating assaults.
As we conquered though, instead of accepting concessions from the rival kings and suffering the other tribes to live on, The Bloody Handed King smote his enemy nobility. Then he turned to the commonfolk of each tribe and gave them a choice; learn to be as one, or perish.
six other tribes, or at least what was left of them, became one in but a single war season.
Why am I telling you all of this? Because war is coming. The Bloody Handed King has lowered his gaze upon these lands and there is little you have to stop him. In the years since his conquest, Zegram has consolidated power. While his own hobgoblin kingdom has become its own military juggernaut, my former lord has conscripted bugbears and ogres into his ranks; no less than four goblin chieftains serve under his banner; there have also been... darker forces. Infernal pacts have been made, devils bound... a literal Hell on earth waits Zegram's command.
I'm begging you: if you value the lives of your kinsmen and country, flee to safety! The armies of The Bloody Handed King are coming! You can choose to lock my brothers and I away in this gaol, mark us a "humanoid scum" and threaten our hanging but I pray you take heed of my words! Please...
*sudden thunder sounds, followed by distant drums*
No! It is too late! The Black Army is upon you! Please flee, save yourselves!
... so, that's the campaign. These PCs deserted what most of the regular PC race types think of as some disorganized hodge podge of lowly hobgoblins. In reality the PCs know that the hobgoblins themselves, down to even the lowly foot soldiers, have either multiple NPC levels or at least 1 level in PC classes; their leaders are far more powerful than typical hobgoblins in the Bestiary and King Zegram is in fact an extremely high level PC classed NPC with some of his class levels relating to a Profane casting class.
The king has made deals with devils for even greater power. An infernal shadow is starting to blanket all of the lands; people are becoming possessed by or corrupted to Infernal powers, literal devils are appearing on the Prime to bring disease and ruin, and so forth. Not to mention that Zegram has been smart enough to swell his ranks with other shock troops from other humanoid or monstrous humanoid races.
The PCs just barely escaped the evils of their old life by the skin of their teeth, and each PC can have their own reasons for doing so. Whatever the case, they know that if they're captured by the Black Army they will suffer a fate worse than death so they can never go back. All of the PCs should also have some reason to want to destroy The Bloody Handed King, whether its revenge or self-preservation or devotion to good or whatever.
Thing is, they can't just go straight at the king at level 1. The PCs need to put some distance between themselves and their former kin, develop their own powers and gear themselves up for the fight they know is inevitable.
Their adventures can be things like doing missions or errands for good people to build trust, trying to save people from the Black Army. Every now and then the PCs encounter, I don't know... a small warband of the army or a lone devil or even the general Infernal influence creeping into the land in some way, in order to remind the players that King Zegram is still out there, still coming.
Eventually the PCs will get powerful enough and have built enough of a reputation that they can settle in somewhere, marshal forces of their own. They start using hit-and-run tactics against Zegram's forces and helping bolster the defenses of the land against his power. Towards the end of the campaign you can reveal that Zegram promised Asmodeus or whoever his patron Devil Prince is a certain amount of souls, or an artifact or whatever, which will in turn permanently increase the Archdevil's power on the Prime.
This prompts a final showdown with the king and, in turn, with an avatar of the Archdevil or their general or whatever. The final battle can be epic and, if any PCs have lost loved ones along the way putting their souls in the mix might be fun. Like, either defeating the Archdevil will condemn their loved one to eternal agony or, if the PC relents their loved one will ascend to their final reward or whatever. Just have fun with it.
