CFC is right, up to a point, but these fish do not filter water but mud. In the wild, they take in mouthfuls of soft mud and remove any small invertebrates they find. In captivity, bloodworms and other such foods will be readily taken this way. They learn how to filter feed water in captivity, capturing daphnia and brine shrimp in a very comical way, but to what extent this is natural behaviour I do not know.
You appear to have a sandy substrate, which is excellent. Above all else, you have to understand that they have virtually no eyesight, and they feed primarily at night. They cannot compete with loaches, catfish, and so on. You need to provide the right foods at nighttime, and let the fish feed without other fish trying to steal its dinner.
One thing often forgotten is that these fish also eat algae. Those little teeth they have are for rasping algae (and presumably small animals) off rocks, sort of like how plecs or mbuna feed. It's a good idea to give them algae pellets at night, of the type formulated for plecs. These will fall apart and the goby will eat up the fragments.
Starvation is the #1 cause of death for these fish in captivity, I am reliably informed.
They can live, just about, in freshwater but really need brackish water at least SG 1.005, and ideally around 1.010. If you fish is in freshwater, you will improve your odds of success dramatically by getting some marine salt mix and over a couple of hours doing water changes to raise the SG of the aquarium to around 1.003-1.005. Over the next few weeks, raise the SG to 1.005-1.010, as preferred, keeping an eye on the filter. Obviously salt-intolerant fish and plants will need to be removed.
Cheers,
Neale
Gobioides species such as this are filter feeders which require tiny live and frozen foods like daphnia and brine shrimp to survive, they cannot manage larger foods like krill.