Note that I only have experience with cows milk; goats milk may be different to cows in some respects - goat people please shout up!
The theory is that if you don't pasteurise then you may get other-than-the-desired bacteria, so most people advise you to pasteurise.
My own experience is that when I am making a batch of starter to freeze then I definitely pasteurise first. If I am making a batch of 'end product' that will not be frozen and will be eaten quickly just by us then I don't necessarily bother to pasteurise. The whole thing about yoghurt (and cheese) cultures is that they are very competitive bacteria - by innoculating with a good dollop of nice, warm, active culture, the ones you want will most likely out-grow anything else that's likely to be in there.
Sometimes you get happy accidents when batches are allowed to 'mature'...
And sometimes the pig gets a treat...
If you are happier pasteurising, you won't do any harm. But don't boil, boiling will denature the proteins. To pasteurise it is necessary only to heat to 68 deg C and hold for 30 mins, or to 72 deg C and hold for 30 seconds.
Enjoy! Let us know how you get on!