Intentions provide you with the focus you need to progress towards whatever it is you want to achieve. Setting intentions is stating what you intend to accomplish; it’s a commitment to be intentional and deliberate about something.
When setting your intention for Yom Kippur, think about how you want to connect the holiness of the day, to Hashem, to your better you. Your intentions are personal to who you are and what is happening in your life.
You might choose a specific Tefillah to really concentrate on; try to really see yourself in that Tefillah. You might add your own tefillos, in your own words. You might be davening for someone or for something specific. You might aim to say an amount of Tehillim or learn the Torah readings in depth. (As applicable, you might type up your intentions or personal Tefillos. You might print some learnings to read during the day.)
Setting your intentions will keep you centered and focused throughout the day.