From an animal classification (taxonomy) perspective sheep and goats are identical all the way to the subfamily, they split from each other at the genus level. Sheep are of the ovis and goats of the capra genus respectively. So biologically, the creatures are close cousins, we know what we've read and watched on TV but first hand knowledge of these creatures is now reserved for farmers, so let's look at some basic facts.
Perhaps, the first thing you think of when you hear, "Sheep" is that they are stupid, I was surprised to learn that this is not actually the case (Reference). On their own, sheep are defenseless and will run from what frightens them. Their primary means of protection is to band together in a herd, even though they might not particularly like each, they are social. Sheep follow each other, sticking together in the herd. When the shepherd calls them, some sheep will respond to his voice and because of the herd instinct others will follow. Some false shepherds may try and fool the sheep by calling them but when they arrive if they are not fed, sheep will quickly perceive the trick and no longer respond to the impostor. Sheep tightly band together when they feel safe but when danger approaches they spread out and make room to run. They know their names and will respond to the shepherd when called. Sheep have excellent peripheral vision and can see 270° to 320°, but they have poor depth perception, so they can not always tell how close to danger they are. They do not like the dark and will always move toward light.
Goats can be curious, intelligent, and loving creatures. (Reference) Baby goats must be watched closely as they have an uncanny ability to get lost in hidey holes or small caves. Goats are playful and the babies will jump all over their family members. They climb to death defying heights with no fear of the consequences. They seem to be much more sexualized in their mating and rituals than sheep. Females have dramatic orgasmic behavior after mating and the male buck becomes a filthy aggressive creature in the rut who urinates all over himself, including his face. Goats relish the stench which will spread throughout the herd and into the milk if allowed to live together. Herd life is different for goats that sheep. A strong hierarchy is established in a goat herd through fighting and violence, even unto death. Newcomers are bullied and beaten up, goats take sides to determine the outcome. Herdsman may try to quell this behavior but it is inherent in them and can not be stopped.
As an interesting exercise, reread the above two paragraphs making these substitutions:
Sheep - Christian
Sheep Herd - Church
Shepherd - Jesus
Goat - Carnal Man
Goat Herd - Society
Herdsman - Government
In agriculture, the shepherd uses his dog, whom the animals view as a predator to control them through their herd protective instinct. There is no mention of Jesus' sheepdog - he does not use a predator to control us but calls to us by name and expects us to listen to his voice. Only false prophets and evil leaders must always have an enforcer to keep the flock in line. The maniacal Muslims that kill over cartoons are a good examples of these wicked beings.
In Scripture, we have the Sheep and the Goat Judgement. That is often confused with the Rapture of the church, but if you look at it carefully, you will see that it takes place at the beginning of the Millennium just after the 2nd Coming. In context, Matthew 25:31, is clearly the Second Coming, note that he is coming in His glory to sit on his throne. The Sheep and Goat is a dual judgement of individuals alive after the Tribulation and the nations, with the wicked people and nations (goats) being cast aside and the sheep being welcomed into the kingdom.
The church of Jesus Christ worships the Lamb of God; conversely, the church of Satan uses the symbolism of a Goat but the object of their worship is anything but a goat - he is the viper, the serpent, the evil one who counterfeits all from the Living God. So in the end, even now there are only two kinds of people on the earth the sheep and the goats.
In closing, I find it interesting that the Chinese calendar would deem this the year of the sheep and goat. The Lord is coming soon and He is not stranger to judgement between the sheep and the goats. As we are in this age of grace, do not be a goat, for nothing will change you to a sheep once it is too late. Seek Jesus as your Savior now, so that you might not hear, "Depart from me, I knew you not."