Where can I find Goblin Scouts?
Solution 1:
There's a chance for the Goblin Scout to appear randomly near the edges of the world. The official wiki says they will not spawn in the middle third, however the Wikia wiki only says they are found most often near the edge with no mention of them being completely unable to spawn in the middle third.
Both these cases are probably anecdotal evidence, so you may have to wait a little longer for more playtesting to determine where it spawns the most. For what it's worth, I was lingering just inside the Dungeon entrance when I had one spawn nearby.