He was born with it. The Kais helped him grow it back in GT.
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DragonBall episode 13. Goku becomes a great ape and puar transforms into a giant pair of scissors and cuts his tail off. i believe he grows it back later, but im not sure.
Goku wins, but he gets help from Yajirobe who cuts Vegeta's tail off which makes him become normal again.
i think it was after goku came back with his tail and turn ssj3 when he revert back to his old state goku look at the earth and become a golden great ape in episode 30. GOKU TURNED SSJ4 IN EPISODE 35, SHORTLY AFTER HE WAS A GREAT APE.
Because during his training with Kami in Dragonball, Kami pulled Goku's tail off and used his magic to make it unable to grow back because he thought his Great Ape form being unleashed at random times would be inconvinite.
When goku was back in his kid body he had his tail back, he was exposed to the moon and turned into a great ape. When Pan saw this she started crying, and goku saw this and the ape form calmed down and turned back to normal resulting in SSJ4