I've seen goat meat for sale in my local Costco. (But they may stock different things in different regions of the country.)
I can't remember for sure, but I may have also spotted goat meat in some stores that offer hallal meat, and some stores that specialize in the ingredients for recipes from other countries. (One such store in my area has aisles labelled Mexican, Indian, European, and so forth.)
You could watch craigslist for a cheap goat, buy it, then butcher & eat that goat.
That will give you some experience with butchering, cooking, and eating a goat without having to put in the effort and expense to prepare a suitable goat-keeping setup.