Goblins are very tricky early on, but shield wall and some range defense does the trick very well. Crossbow is much better than bows against them – you get +20% chance to hit, as well as spears (especially early on) are very effective because you will find it easier to hit them. You can fight them easily at night – their archers are much less effective, so all you need is decent shield wall and some reach (range 2) weapons for your success. I’m playing on deadly self-imposed ironman difficulty and I find them very fun & challenging, especially early on – you’ll probably lose some fresh meat, but you should do fine! They wear you out more than they kill you, in my opinion. Usually the recovery time due to poison and all the damage they inflict takes long time. Overall I would rate them highly, but in my opinion they are not as scary as early orc warriors / orc warlord.
