Wen, there is just a little (very little) alfalfa hay grown in my area (in fact I've only known of one farmer who grew it around here); most of it is brought down from northern Oklahoma. However, folks around here feed coastal, Johnson Grass, and Haygrazer to their goats and they eat it, but they won't eat much of it if you give them plenty of the regular sheep and goat feed (like I did).
And goats do like to climb and play "King of the Mountain" on a bale of hay, or anything else. I put an old set of mobile home steps in the middle of the pen just for them to play on.
And coyotes (and occasionally dogs) are a problem around here, too. A lot of folks keep donkeys to keep the coyotes and dogs from getting calves, kids, and lambs. So . . ., I bought a young donkey gelding and put in the pen with my goats. He could see and hear other donkeys in another pasture a ways off, and he paced back and forth like a caged lion for a couple of days, then attacked one of the nanny goats and broke her neck, grabbed one of the little ones by one hind leg and was running around the pen with me trying to catch him (if I'd had a gun with me, I'd have shot him). Anyway, he finally dropped the kid without injuring it and the donkey went to the sale barn the next morning. And then someone told me if you're going to put a donkey in with the goats for protection, get a female; not a male./w3tcompact/icons/frown.gif Of course, this wasn't the first lesson I learned the hard way./w3tcompact/icons/laugh.gif
Incidentally, my closest neighbor had five donkeys in with his cattle for several years and decided last Fall that they weren't doing any good and weren't worth feeding, so he sold all of them. This Spring, after losing 6 newborn calves to coyotes, he bought two more donkeys.
Bird