According to a recent Disney short, Mickey and Donald accidentally blow Goofy up and have to reassemble his parts. So he might be some kind of Frankenstein or a robot.
Goofy hooked up with a dickgirl once, but in the midst of coitus he somehow stepped on a roller skate, which sent him tumbling down the stairs, out the front door and into a pile of mouse traps. Nine months later Max was born.