Clown gobies are notrious for not eating in the home aquarium or "resetting" once moved from the LFS
, or even from the wild they're known to reset but by the time they get to your home it's too late.
I'd advise trying Cyclop-eeze (the frozen bar kind), that's what I've seen the most luck with. If that doesn't work just try a variety of foods for him.
Hope it's not too late and the very best of luck to you, I plan on getting one soon and hope I don't have this problem. If you want to try another if this one doesn't work out make sure he's eating at the LFS
before you take him home