As Techen says you can drip acclimate them when you get them.
There are many species of Bumblebee Gobies and they are found in both freshwater and brackish, from what I've read you can't tell what species you have unless you put them under a microscope. If kept in freshwater it will need to be hard water but to stave off disease (especially if you have a predominantly brackish water species) a low specific gravity around SG1.002-SG1.005 is advised as all species will do fine at this salinity.
The only problem with these fish is making sure that they are feeding, mine would not take flake or pellets but would happily take frozen Brine Shrimp, Bloodworm, Daphnia and Mysis. Might be worth getting live Bloodworm and/or Brine Shrimp at the beginning to fatten them up before trying frozen.