Don't even worry about Finishing the game until you can do the following on a somewhat regular basis:
-destroy the ring: do all multiball modes then destroy ring. Great mode very fun.
-there and back again: complete all the ring modes, then start another ring mode and see what happens
Once you can do those 2 things on a regular basis, your next goal should be completing 2 of any 3 multiball modes in a single game. Once you get 2 complete, the third will come, 'when your ready to attempt to finish the game', which is known as Valinor.
Your next goal will be trying to light up the entire gift of the elves inserts in a single game. watch happens after you get another gift of the elves once it's already complete...secret
Once you Do all those at any given time, then you can attempt to reach valinor by doing all those things in one game. Except you'll have to complete all 3 mb's, not just 2. And you'll have to destroy the ring one final time once everything else has been done.
But like I said earlier, start with some goals: destroy the ring and there and back again should be your first goals. The rest will come naturally.