Goblin is a "Spy" unit, his main role is to mess with the other team gold supply.
Passive: Pick Pocket
If this unit hit enemy nexus it steals a portion of his gold
Active: Worthless Kill
Dying units will not grant gold to enemy player for a short period
Tactics:
passive - when used right he can infiltrate the enemy base stealing a portion of the gold the enemy has.
take in mind that even if the other player doesn't have a lot of gold on your "attack phase" killing some of the units you deployed grants him gold as well so the passive will still come in handy.
active - use of "Worthless Kill" on the right time can really cripple the enemy as it can reduce the amount of gold for his next turn (Attack Phase).