The training is a much bigger deal than the equipment IMHO. The equipment is clearly important and an experienced goalie is going to prefer their specific equipment, but it wouldn't be hard to have a small pile of extra goalie equipment that would fit a range of players.

Not sure about NHL rules, but in youth hockey, you have to start with an equiped goalie, but you could continue without one, although it's not very advisable except in certain circumstances (which is why sometimes teams pull their goalie). In friendly leagues, you can put a 'shooter tutor' on the goal as a goalie replacement, but that doesn't fly in competitive leagues.