"Bumbleebee Gobies are often sold as "freshwater" fish but truely they will not survive long in a completly freshwater tank. They need salt in their water in order to survive. They are also sensitive to PH, it needs to be alkaline in order for them to thrive."
You should be concerned. Brackish water fish can be VERY sensitive, they live in very specialized environments and that thing about the alkaline water isn't a joke.. It says you can keep ONE in a 5 gallon, which means all by himself. I'd suggest either returning him or buying his own tank and giving him the salinity and PH he requires. You can't see it from the outside, but his insides do need some salt to function properly..
You would need to do a lot of research to find out if they could thrive in the higher salinity for a marine tank.