"I am good."
yes, bon is masculine and bonne is feminine - both in singular. in plural: bons and bonnes.
"je" is genderless (as well as tu, nous, vous), obviously the agreement will be made according to who is speaking.
Unclear English phrase. «Je vais bien» if in reference to how you are feeling.
«Je suis bon à qqch» - «je suis bon» dit que «je goûte bien»...ce semble sexuel.