Sexing gobies is not always easy. Some can be sexed by the forward dorsal fin, the male having a spiked longer fin while the female is closer to the body and less elaborate. The easiest way as with clowns is size. The female will typically be the larger of the two.
Most gobies are at least "timid". Not uncommon for a good many of them to be guarded and not constantly out in the open. It can really depend on the tank layout/set up as well as tank mates.