Both the Ocean Lodge Hotel (where Billy lives) and the Chez Jay bar (where Billy drinks) are real places in Santa Monica, California. The interior of Chez Jay, however, was too small to accommodate a cast and camera crew, so an expanded version was replicated on a studio soundstage. Chez Jay was only used for the exteriors.
Billy Bob Thornton liked including the late John Ritter in his films (Sling Blade, Bad Santa) and now John Ritter's son Jason appears in Goliath.
Season 1 showrunner David E. Kelley chose to feature the Santa Monica 'Chez Jay' bar because that's where he first met his wife, Michelle Pfeiffer.
After the first episode of season 2 was shot and the whole season had been written, showrunner Clyde Phillips exited the show because Billy Bob Thornton was unhappy with the new creative direction. Amazon then had to stop production for a while to let the new creative team write another story and the episode count went down from 10 to 8.
According to news articles, an episode of Goliath can cost as much as $10 million.