What anolinde said, basically. I just conducted an extensive and highly scientific literary survey which consisted of me Ctrl + F my way through The Hobbit and LotR and I don't think there's really a difference. In LotR the word 'goblin' appears something like 13 times (but it refers to both Orcs from Moria and Uruk-Hai) but the word 'Orc' is used in the vast majority of cases. Meanwhile in The Hobbit the word 'goblin' is always used. No 'goblins' in the Silmarillion.

But just don't call goblins gnomes, and vice versa. They wouldn't like it.