For mathematics, you should feel extremely comfortable with general multi-variable calculus, linear ordinary differential equations, linear partial differential equations, and (ideally) have at least a passing familiarity with basic linear algebra and basic complex analysis. For physics, you should have a term or two of "senior-level" classical mechanics. For example, my institution's senior CM course covered "all" of Fowles/Cassiday in a term.
Beyond that, a term or two of EM theory would also be extremely helpful (say at the level of Griffiths' electrodynamics). The more physics you know, the easier it is to learn new physics, especially at the level presented by the Goldstein book.
I've heard it said before that if you want to understand mechanics, first you learn math, then you read Goldstein, then you read L&L. And like someone said above, you could also move onto Arnold afterward if you're a masochist.