DURING GOOSE’S EMERGENCE as one of rock’s most exciting live acts, the Connecticut jam band has collaborated onstage with the likes of Trey Anastasio, Billy Strings, Margo Price and Big Boi. The group added another, albeit unlikely special guest Friday in the form of Jimmy Fallon, who joined Goose for the encore, a rendition of the oft-covered R&B classic “Mustang Sally.”