There's something fishy about this

Many people are certain the animal representing the Zodiac symbol for Capricorn is a goat, and are surprised to find it's actually a weird goat-fish creature. In fact some are so sure it was just a goat once that they are claiming this is a Mandela Effect.

In Petronius' Cena Trimalchionis, which was written in the Neronian age, there is a scene in which a dish is brought out marked with the Zodiac, and above each sign is a (vaguely) matching food - so over Ares, there are ram's head peas, over Taurus, steak, etc. Over Capricorn is a lobster, so clearly there is a long running association between Capricorn and the sea.

Traits

Capricorns are born between December 22nd and January 19th. Their main characteristic is time and responsibility, and so they tend towards positions of management and are traditionally of a serious disposition. They have strong willpower and others tend to follow them naturally. They tend to make plans more than others, and see them through. They are independent and tend to succeed by their own experiences and initiatives, rather than relying on being part of a group. The downside is that they can be stubborn, and also more difficult to see things from other people's perspectives. They can appear cold and sometimes unforgiving.

Hard to climb a mountain when you're half fish

It's been pointed out the Capricorn-goat connection comes from the type of person the sign is supposed to represent. That is, down to earth, hard working, realistic - certainly nothing mystical like a half fish, or as is often seen climbing a mountain. The symbol is supposed to represent a creature which can create fear and cause panic, and deal with fear simultaneously. 

The reason the symbol not being a goat comes as such a surprise to some people is because they have paid attention to it and were sure it was a goat. Naturally, others will say it's just because a quick glance registered the goat's head and that's it - they aren't interested in astrology enough to even bother registering the details. The truth is clearly a little stranger.