I visualize the player with a pistol taking a shot at one of several balls, the one in the goal. If he is kicking a ball, or driving it with a hockey stick, it will be "into" (the) goal.
Does it mean the player scored or that s/he shot on target? At least in soccer, there can be shots (which totally missed the goal), shots on target (but the goalkeeper/other player prevented the successful score) and goals (self-explanatory).
in the goal is a bit too literal in English. into would better convey the action.