All types of organ meat, including brain are safe to eat. In fact, they are also very nutritious. Brains of animals such as goats, pigs, poultry and cattle are eaten as food all over the world. Dishes such as bheja masala and bheja fry are well-known delicacies in India. But many people have an aversion towards organ meat, especially the brain because it has a different texture and a metallic taste.
They think it unsafe to consume offal since some organs also filter toxins. Since brain is not a filtering organ, that should not be a cause for concern. It is no different than eating the flesh of the animal. Goat brain or bheja is full of essential nutrients like iron and protein but is low in carbohydrates. It has a slight metallic taste since it is rich in dietary minerals. If the taste bothers you, you can always mask it by using strong spices and flavorful ingredients. There is only one major drawback of including brain in your diet: It is very high in cholesterol and has high saturated fat content.
So it is very important that you consume goat brain or bheja in moderation and in small quantities. If you have underlying health conditions such as cholesterol or bp, I would suggest that you stay away from it.