My yoga teacher often uses the phrase "set your intention" when preparing us to do a specific pose or series of poses which could be difficult and/or strenuous. When I hear her say this, a decision process occurs in my brain. My "intention" becomes a commitment that is based on my desired outcome for the class and my yoga practice in general. It can change due to physical or emotional health or motivation. What is important about this phrase is that it triggers a response that actively engages my brain with what my body is doing.
This phrase can trigger the same response in a climbing workout or competition. By "setting your intention" before attempting a route or starting a workout drill, you help connect body to mind. And, most likely, you'll be much more satisfied with your effort.