From A Wiki of Ice and Fire
The Goddess is a ship. She was docked in Volantis while Prince Quentyn Martell and his companions were there. She set sail for New Ghis roughly around the time they joined the Windblown mercenary company.
A Dance with Dragons
While in Volantis Quentyn and his companions seek passages to Meereen in order to get to Queen Daenerys Targaryen. Returning from the docks Ser Gerris Drinkwater reminds Quentyn Martell that the Goddess sails for New Ghis on the morrow which would bring them closer to Daenerys. Quentyn agrees that they would be closer to but they could find themselves stranded on the island as New Ghis has allied with the Yunkai.