He may have jumped ship, have died and been eaten, or is just hiding under the substrate. It is not uncommon to add a goby to a tank and not see them for days. This only becomes a problem when they are not eating for weeks at a time, but hopefully your little guy is in there adjusting and will come out soon. Who else is in there with him? Some fish will bully and charge a burrow exiting goby repeatedly and then they hardly leave the safety of a burrow.