Although warm hearted, its rudeness leaves you cold.
Although warm hearted, - A goat is a mammal, and mammals are warm blooded, therefore a goat has a warm heart. Simple, eh?
its rudeness leaves you cold. - It's not just any goat, but a "gruff" goat. Gruff is a synonym for rude. Winters is a very very cold place, so you'll be left cold no matter what you do. On top of that, being rude to someone is often considered "being cold". So if you're already freezing your face off and something rams you in the stomach, you're, well, not getting any warmer, heheh.