The Goblin is the Japanese name for what FF1 through FF4 called the "Imp" in English translations. Characteristically, the weak Goblin looks like a little elf/gnome with pointy ears and a dagger. The Imp is stronger, purple-skinned, flying, and can cast strong magic. FF7 was the first to start using "goblin" properly. To further confuse you, Imp was also a status ailment in FF6 (see Species for more info). In FF4, Goblin was summonable by picking up the "Goblin" item it leaves behind sometimes. Its "Goblin Punch" is a mainstay in Blue Magic.

NOTE: The "Goblin" enemy in FF6 has no relation whatsoever to either the imp or goblin.