Congrats on getting a gosling -- even if you didn't intend to have one! I adore all of my poultry, but geese have personality plus. I fell in love the first time I saw a brooder full of goslings at the farm store. When I went back two days later, only two babies were left. Of course, they both came home with me!
I'm not surprised baby goose is nibbling at your clothes. Even as adults, my American Buff girls explore EVERYTHING by nibbling at it, including chunks of wood trim on the house, chain link fencing, plastic food dishes, whatever.
And, yes, when they really bite down, it will hurt. Sometimes, they mistake my hand for a treat, and sometimes, I think they are just pulling a fast one -- pretending that they thought I had food when they were really just mad that I didn't.
Taking care of them is more similar to caring for ducks than for chickens; they are less concerned about precipitation and will gladly sit in an exposed heated water dish while it snows. Housing is also much simpler because of their attitude about weather.
Some people have geese that seem to be good "watch dogs," mine used to alert me to visitors. Apparently, that job is no longer appealing. Motorcycles on the roadway scare the crap out of them, but they have finally learned that farm equipment in the surrounding fields will not attack them. When an eagle passes overhead, however, they sound the alarm for everyone to take cover.
My two girls are inseparable, and neither seems interested in making friends with any other species. If you can get a second gosling, it's probably a good idea.
In any case, best wishes with that precious baby!