So I can taste the difference between cow and goat milk. However, I can only tell the difference in "just milk" ie not in coffee, tea, cheese sauce, chocolate etc. I think the reason I can tell the difference though is because I am allergic to cow's milk, and it is cow's milk that I don't like.
Goats milk should not taste cheesy, but to be honest I would not recommend trying the milk from the supermarket to see if you would like fresh milk from your own animals. Find a local goatkeeper, visit them and try some milk. Even if you are in Scotland, I am sure no goatkeepers would make you pay for a cup of goats milk- and if it just a cup of milk being provided by a friend, then it doesn't matter if it is pasteurised or not.
Beth