Necross: I only have four gods, nor did I kill a sub dungeon goat and it just unlocked for me. I think you need to unlock all four hard level (tier 3) maps to unlock it. If this isn't the case then it may be unlocked via total gold collected as I've been spamming bet on boss preparations every run.
Things I unlocked so far: all races but goblins (no monster classes yet), lv 2 mage tower, church, bank, smith and bazaar, and lv 3 guild and thieves den. I've also beaten several puzzles and all available bronze and some silver challenges
I ran two new kingdoms over the course of this week, and in both cases the Goat Glade was unlocked after my 4th deity, so I'd agree that's probably what triggers the Glade to unlock. It's the
Crusader that requires 9 deities unlocked before he appears (I knew there was a class that required this).