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The reason it can cause harm, and trust me it can cause LOTS of harm, is that you are encouraging the goat to play with humans in the same way he plays with other goats, and that is dangerous. Have you ever seen two goats headbutting each other? Do you have any idea how hard they can hit? Even just in play? My 4 yr old boer buck got a fractured skull by playing with his 2 yr old buddy just like that. Imagine the force required to fracture the skull of a mature goat. Now imagine that force applied to a young child. And imagine the damage that could be done.
The more you encourage him to play with humans like this, the more often he will do it. He will view it as acceptable behaviour. And he will get more and more bold. He may not actually hit you with his head now, but TRUST ME he will get to that stage - bluffing you will not be fun enough for him, he will get all worked up, excited, and then get carried away. And he will hit you, hard. And the more you encourage him, the more he will do it. Pretty soon he will think all humans will play with him like that. He will not differentiate between you and other humans. Now, there will come a day when a young child goes into his pen, or an elderly person, or someone who is sick or frail. The goat will think excellent, someone has come to play with me, YAY! And he will run over, and jump up on his hind legs, and come down and hit that person. And a small child or frail elderly person WILL NOT come out of that as well as you do. THEY CAN BE SERIOUSLY HURT.
And what becomes of the goat now? He has hurt grandma, grandpa or the grandkids, so the family decides to get rid of him. Given that he is viewed as an 'it' there will be no mercy given on the goat's behalf. They send him to be slaughtered. Or, they lock him up in a small pen far away from the house where he receives no interaction with people or other goats, because he is 'dangerous'. Or worse, they put him on a tether so that he cant get to anyone. Which ever way it ends up, the goats life is basically over, through no fault of his own. He doesnt know what he did is wrong. What he did is perfectly normal for him BECAUSE YOU TAUGHT HIM THAT PLAY FIGHTING WITH HUMANS IS ACCEPTABLE BEHAVIOUR.
Thats why this is not harmless fun, plenty of harm can come from it. I really hope you read this and take it to heart, maybe if you have young cousins or family friends or older people in your life you might understand the risks and the danger you are creating. But then again, I know what 21 year old boys are like and chances are you wont even give a second thought to what I've said.