We eat goat AND sheep offal in Greece by the tons! It is LOVELY and very healthy. I basically grew up on such food (when I moved abroad and stopped eating that stuff my health declined, which lead me to Paleo to get it back).
One thing for goat meat/offal/guts specifically though: you might need to throw away the first water you boil them on. Depending on the age of the goat, it will smell less or more (older male goat meat/offal smells strongly). This obviously means that you need to know your goat, what you're buying. In Greece we boil older goats for 20-30 minutes in lots of water, then using a spoon throw away the thingie that appears on the top of the pot while boiling, then we strain, and then cook as we want (stew, baked, fried, whatever).
Sheep does not usually need this treatment, unless it's an old male sheep, and if it's guts you're cooking. The rest of the parts, or younger/female sheep, can be cooked directly.
I would not personally mix it with any other kind of meat. Goat/Sheep have distinct taste.
If you have guts you want to cook, you know, the intestine parts, you need to wash these up from both sides. To do that we usually use a long piece of wood (as thick as a chinese utensil), and with its help we turn the guts inside-out, so we can wash them thoroughly. Then, we dip them in very hot water for a few minutes in order to kill the bad bacteria. Then, we cook for 20 mins in new water, throw away that water. Then we cook as a soup called "patsas", I can call my mom for the recipe if you want it. Picture: http://www.sintagespareas.gr/images/stories/rapidrecipe/1787-3-patsas-ladorigani-apo-tin-eidokia-by-golfo.jpg (it's much more yummy than it looks in that picture, my mom's looks better).
For spleen/pancreas/heart/liver/lungs/kidneys, we wash them, throw away the first boiling water as described above for 30 minutes. Then we let them cool, cut them in 1-inch pieces, and then we usually fry them well using olive oil and lots of lemon, or we bake them (Picture: http://photoshoper.gr/images/sikotaria-furnu.jpg ), or every Easter, we use them in a kind of soup called "mageiritsa". Picture: http://thermalsprings.files.wordpress.com/2011/01/mageiritsa1.jpg
You can use BOTH the gut and the various organs in a single recipe, we call it "kokoretsi" (or "kontosouvli", in villages): http://upload.wikimedia.org/wikipedia/commons/0/05/Kokoretsi.jpg Recipe explained here, but you will need a kind of oven that turns around the spit: http://en.wikipedia.org/wiki/Kokoretsi