Gothic ethnogenesis seems a pretty vexed question. Real historians might be able to confirm, but I think the consensus is that the Goths originated in Scandanavia (Gothiscanza), and are attested to by Pliny and Tacitus. Superficially, this would suggest they were nominally germanic / norse pagan.

However, later histories, specifically Latin Christian ones, indicate an origin beyond the Danube, and associate them with the Getae and Balkan tribes.

From 'The History of the Goths, Vandals and Suebi', Isodore of Saville in the 7th Century, when the Goths were a serious political force in Spain, says they're related to the Getae. This could be merely out of ignorance of the earlier Roman encounters with Goths by Pliny and Tacitus, or it could be an acknowledgement that at the time of their Christianisation, they were associated with the slavic pagan tribes. Certainly, that's where they lived. The specifics of Slavic paganism and the extent to which Latin and Greek Christians considered the Goths to be associated with it, might be further detailed in Procopius' Bellum Gothica, which I haven't read, but which is mentioned extensively in Walter Goffart's 'Rome's Fall And After', where the Goths based on the work of Roman scholars are presumed to have been German.

In the end, I guess it's a kind of Ship of Theseus - if a tribe leaves one place nominally of one religion and culture, but arrives in another with another religion, are they still the same tribe? It's likely, I would think, that upon settling in Dacia many Goths would have worshiped Perun as well as or instead of Woden - many eventually convert to Christianity. They're still Goths - until they're Spanish!