Trivia: Some weapons used by 300 are actually weapons from previous war epics like "Alexander" and "Troy." They were used in this film to cut costs.
Trivia: Remarkably, there was nothing CGI about the incredibly fit Spartan soldiers. All the actors went through an extremely rigorous bodybuilding regimen to achieve the desired image in the movie. The workout, now known as the 300 workout, is available from numerous sites all over the internet. Caution: it's not for the faint of heart.
Trivia: Leonidas' wife says good-bye to her husband with the words: "Return carrying your shield, or on it." This is a famous historical quote of a Spartan mother to her son; he was supposed to either return as victor (carrying the shield) or as one of the honorably fallen (carried on his shield). If he would not return with the shield, it would mean that he had run from the battle - something a true Spartan would not do.
Trivia: During the battle we see Xerxes standing on top of the cliff. He was most notably known for the fact he did this rather than participate in battles like other kings did.
Answer: The scene is meant to show that Xerxes has exotic creatures/slaves from every corner of the world. In the reality of the film, a goat-headed musician would certainly qualify.