Beat Saber came out with a Campaign mode which is technically pretty pointless as you can choose your own songs and increase the difficulty level as you choose- but when the game does it, it's different.
You already have a sort of Campaign Mode set up with the stars. It could be more structured, prominent, and elaborate in the clubhouse.
Progression Suggestions:
Finish short race in under X
Finish long race in under X
Sail the epic course in under X
Successfully sail to safety on a boat that can tip over or is taking on water or
Sail without being "discovered" or "captured" by another boat
Discover something on a map and/or pick it up and return it to another location
Sail ahead of the dolphins- I used to sail in Los Angeles as the sun would go down. We'd sail out (windward) and then the dolphins would chase us back to shore. Beautiful spinakers illuminated by the setting sun when you were in the lead! (we were usually)
Finish short race ahead of AI boat
Finish long race in under X time
Sail the epic course in X