Placing a gobo light filter as a child of a light will make the filter always follow the light source. This is the default when the filter is created using the Add Filter... button in a light source.
To position the gobo light filter independently from the light source, unparent it from the light source and turn on the Use Filter Coordinate System attribute of the filter. The gobo light filter can now be positioned by editing its transform.
The Gobo light filter attributes.