Goal name is the slug as it is called in the API documentation. Looking at your goal via the website, you would see something like https://www.beeminder.com/{username}/{goalname}, where you would see the goal’s slug aka goal name.
How about verifying that you are logged into the Beeminder app into the account that has the goal named do.
The error message about “no goal that sounds like” I think is related to the custom intent (this add data shortcut action) being configured to be eligible for Siri. It probably means, in this context, no such goal with that name was found.
I myself am not using this add data shortcut action. Before that existed I created a shortcut to add data using the API and have several other shortcuts that use that. Here is another post where someone showed how to use the API via shortcut: iOS Shortcut Integration - #7 by skorytnicki.