That means your blue gourami would like to be head honcho of your tank, and he sees your gold as a threat to that right. In other words, he's just being aggressive. Watch that it doesn't get serious though, injuries could happen.
juliethegr8t is right. Is one a male and the other a female, or are they both males?
It would help if you have plants, and/or decorations so that the one being chased can find a place to escape to. Usually after a chase across the tank the winner will swim happily off and let the other go if it tries to hide.
well theres nuthin serious goin on, i thought they mite b mating cause the blu one is chasing the gold around but it seems like the gold will tell him to stop then he'll go away, its pretty funny