Do goldfish really eat their eggs?

Yes and other fish eat the goldfish eggs too.

It's a fairly common thing for a lot of fish actually. Some do stay with the eggs and look after them, while others basically lay them and leave. In the confines of your aquarium setup they obviously can't get very far, though, and so are pretty likely to happen across the eggs again at which point they gobble them up.

goldfish care (http://www.aquarium-setup.net/caring-for-goldfish/)