The Xfce Goodies Project includes additional software and artwork that are related to the Xfce desktop, but not part of the official release.
The Xfce Project itself provides a lightweight desktop environment, which includes only the core components required for a desktop environment, like a window manager, a file manager, a session manager, a panel and a few utilities. Additional software packages and plugins to existing software, like the panel or the file manager, are provided by the Xfce Goodies Project.
The |xfce4-panel already comes with some plugins, like launchers, the taskbar or a menu plugin. The panel plugins work the same way as the xfce4-panel-provided ones, allowing you to extend its functionality. This goes from an enhanced version of the launchers, to ones which allow you to take control of your favorite media player, or showing you the weather for your city… and much more.
Just like the panel plugins, the thunar plugins are intended to add additional functionality to the Thunar file manager. For example, the properties of the files can be extended (such as allowing you to change their id3 tags with the thunar-media-tags-plugin) or add an integrated archive manager for example.
This area is used to show you some applications which aren't part of the core Xfce Desktop, but which do use this api and/or are written so that they fit well within it.
Note that most of them have their own web site. But the goodies project page is a good place to find them all, some you can start to look at here.
Here you will find backgrounds which are related to the Xfce Desktop. You will also find gtk2 themes, and also some icon themes made in order to work with Xfce applications.