Robb,
No, the name of the king's sister does not have anything to do with it! We don't have THAT KIND of king, you know?
The goat is the pet or mascot of a special group within the military, called the 'legionarios', sorry I'm no expert and I can't give you much info on them, I'm sure some of the guys in this board are much more knowledgeable if you want further details....