1921, in U.S. humorist Frederick J. Allen's piece "The Goon and His Style" (Harper's Monthly Magazine, December 1921), which defines it as "a person with a heavy touch," one who lacks "a playful mind;" perhaps a made-up word, or from gony "simpleton" (1580s), which was applied by sailors to the albatross and similar big, clumsy birds. Goons were contrasted with jiggers, and the columns about them had some currency in U.S. newspapers c. 1921-25.
A goon is a person with a heavy touch as distinguished from a jigger, who has a light touch. ... Most Germans are goons; most French jiggers. ["A 'Goon' and His Style," in Lincoln State Journal, Dec. 9, 1921]
The word turns up in various places early 20c.: As a mythical monster in a children's serialized story in the U.S. from 1904, as the name of a professional wrestler in North Carolina in 1935. The goons were characters in the "Thimble Theater" comic strip (starring Popeye) by U.S. cartoonist E.C. Segar (1894-1938); they appeared in Segar's strips from mid-1930s and, though they reportedly gave children nightmares, enjoyed a burst of popularity when they appeared in animated cartoons in 1938.
The most famous was Alice the Goon, slow-witted and muscular (but gentle-natured) character who began as the Sea Hag's assistant. Segar might have got the word directly from sailors' jargon.
Later 20c. senses of the word all probably stem from this: Sense of "hired thug" is first recorded 1938 (in reference to union "beef squads" used to cow strikers in the Pacific Northwest). She also was the inspiration for British comedian Spike Milligan's "The Goon Show." Also used among American and British POWs in World War II in reference to their German guards. What are now "juvenile delinquents" were in the 1940s sometimes called goonlets.