From looking at the articles for them on Wikipedia, it looks like they are very similar in real world folklore. The big difference looks to be that the workd Goblins has a French origin and Kobolds has a German origin. Even D&D has changed them over the years though. At first they looked like anthropomorphic dogs and now they have a distinct Draconic look to them. I gotta admit, I'm more of a fan of the current Draconic look though, especially that done by Paizo.