my family in the early 80's, so it can be counted for vintage.
What does a goat have to do with Christmas? Long time ago masked young men wearing goat horns and a fur coat went from house to house begging for the last Christmas beer on January 7th, when the Christmas season was over. Their version of trick or treating! At some places they did this also before Christmas, sometimes throwing little gifts through the door and disappearing before being seen. (This was the beginning of the Father Christmas character as well. His Finnish name is Joulupukki, joulu = Christmas, pukki = goat.) The straw goat is related to this tradition; it was important to see that the straw goat ornament had enough beer to drink. Straw items, like the more Finnish tradition himmeli, are usually referring to good harvest or fertility. The straw goat tradition comes to us from Sweden. There is a giant straw goat every year in Gävle, but it usually gets burned by bad boys before Christmas.
The real Joulupukki's office is here in English, you can follow several links and see tonttu elves at work, Finnish reindeers and arctic landscapes. I hope it will give you Christmas spirits!