What temp did you heat the milk to before cooling to the culturing temp? If it was below 175 degrees, that might be the issue.
Nigerian Dwarf goat milk has incredibly high protein, as compared to the milk of other goat breeds - double or triple. This will make for a really thick yogurt. Other goat milk is too low in protein to form a stable curd - most commercial goat yogurt makers add pectin or starch or some other thickener to take up excess water. Goat milk protein behaves a bit differently than cow milk protein, so the yogurt will often be somewhat runny or slimy.