Goose down refers to the tiny feathers that a goose grows beneath its big, visible feathers. Some winter coats and sleeping bags are made of goose down.

penugem de ganso in Portuguese. meaning is the fluffy layer under the feathers of geese that insulates them from the cold. The material is highly sought as an insulating material for blankets, pillows, comforters, and jackets.

It's not an expression; it's literally goose down. This is one of the relatively uncommon definitions of 'down': the underlayer of fine feathers on many birds..