Also, wolf companions are small when you first get them. Cant ride them anyways.
Goblin Paladin with a Wolf pet big enough to ride would absolutely make them the best Paladin though. I would make one and just fight at the wolf's side.
Goblins getting wolves from Cavalier would be cool for anyone since it basically adds a full fledged animal companion to anyone and all you need is to be trained in nature.
Hmm, Goblin Fey Sorcerer or Cleric or whatever with a wolf buddy sounds fun to me.