Goats and sheep can both be kept as livestock in the homestead for meat and milk. Goat meat is less in calories, cholesterol and saturated fats than beef, pork, lamb and chicken. It is also higher in protein and iron than beef. Goats are more profitable than sheep meat because it is in higher demand. both are herding animals so if you are going to have either one it is recommended to have at least 2.
There is a difference in their personalities. You will be able to tell if a goat are sick quicker than a sheep. Also, with sheep you might be able to sell the wool.
Here is a video talks more in depth on the difference in keeping sheep and goats on the homestead from Cold Antler Farm on youtube. Hope you enjoy it.