The word goo-mad (which is also seen spelled as goo-ma, goomba, or goombah amongst other variations...) is an Italian-American expression that is most commonly associated with the Italian immigrant community of the north-eastern United States including New York, New Jersey and Philadelphia.
Use of the word 'goo-mad' in the Sopranos
The term was thrust into popular culture by the TV show The Sopranos, used in the context of a 'mistress or woman' and is associated with the character Bobby Baccilieri, played by Steve Schirripa.
Origins in the Neapolitan dialect
A number of sources suggest that the origin of the word comes from the Neapolitan dialect pronunciation of the word compare (pronounced com-pa-ray) and this is a very likely explanation.
The original form of the word is the Latin compatrem (patrem being 'father') which was used to refer to the man who held a child during baptism as he was considered to be the 'spiritual father' or 'godfather'. Along these lines, a godmother is known as a comare and would be shortened in most dialects to comma- (pronounced comm-ahh). The colloquial meaning of this word in Italian can be both neighbour and gossip (you can see why those two would be semantically linked) and, considering the tightly knit Italo-American communities this word would have developed from, is the most likely origin of the word goo-ma or goo-mad as referenced in the Sopranos' script.