Hi and welcome to the forum
The milky cloudy water is caused by bacteria feeding off uneaten fish food and waste, and no established biological filter. The goldfish also has ammonia burns all over its body.
Reduce feeding to 2-3 times a week. Don't worry, the fish won't starve. Unlike mammals that use most of the food they eat to keep warm, most fish take their body temperature from the surrounding water. This means any food they eat is used for moving and growth. Less food in the tank also means less ammonia.
Do a 75% water change and gravel clean the substrate every day for the next 2 weeks. Then do a 75% water change 4-8 hours after feeding, or any day you have an ammonia or nitrite reading above 0ppm.
Make sure any new water is free of chlorine/ chloramine before it's added to the aquarium.
Do not change the filter media/ materials. The filter media becomes home to beneficial bacteria that keep ammonia and nitrite at 0pmm and stop this cloudy water from occurring. If you change the filter media, you get rid of the good bacteria and ammonia levels rise.
If the filter media gets dirty, you can squeeze it out in a bucket of tank water and re-use the media. Tip the bucket of dirty water on the lawn/ garden outside.
If the filter media starts to break down, you can replace it with sponge for a different brand of filter. Buy a slightly bigger sponge than you need and use a pair of scissors to cut it to size. Sponge gets cleaned in a bucket of tank water too. Sponges will last for years.