Oh yum. Have you ever made sausage? I bet a nice goat sausage would be lovely. But if you haven't, you could easily do something nice with meatballs. I'd tend toward something Greek - goat is often used in Greek cuisine. Maybe mix it all up with lots of garlic, black pepper, marjoram and rosemary, roll it into small meatball shapes, cook those up and serve them like a gyro sandwich with lettuce, tzatziki sauce and onions.
Or just make goat burgers. Since the meat is going to be strong, stick to a thinner patty, and more mild cheese, but that might be nice.