|The short answer is, he is trying to help you! Neon Gobies are known as "cleaner fish," since in the wild these small fish establish cleaning stations where larger fish come to be groomed. Neon Gobies, which grow to only 2.5 inches, swim around the mouth, gills, and fins of the larger fish, picking away dead tissue and harmful parasites.
This symbiotic behavior may also be seen in aquariums, where the goby will service tank mates and help control disease. This behavior makes Neon Gobies the perfect compliment for many aquariums, since they even have the tendency to pick the ich cysts off tank mates. And as you experienced, it is not uncommon for these beautiful fish to try to "clean" the aquarium owner's arm when servicing the aquarium.