I've tried this but it doesn't seem to work:
{
// index_exclude_patterns indicate which files won't be indexed.
"index_exclude_patterns": ["tmp/*", "*.cache", "*.log"],
}
Perhaps I need to reindex? But I don't know how to do that...

Your issue is that the index is used to collect symbols for Goto Definition and has no effect on the list of files that are presented to you when you use Goto Anything. So adding those folders to the list of files to exclude in indexing doesn't stop you from seeing them in the file list.
Goto Anything offers you all of the files that are currently contained in your project (if you're using one) or all open folders, excluding any files that it considers to be binary, so in order to stop files from appearing in the Goto Anything panel you need to either have them removed from the project or considered to be binary.
The folder_exclude_patterns and file_exclude_patterns settings allow you to indicate what folder and file patterns respectively should not be considered part of the project. Extending those settings would remove the files from the sidebar and thus from Goto Anything.
If you want to be able to still see the files in the sidebar but not be offered the ability to jump to them with Goto Anything, you can modify the binary_file_patterns setting. That tells Sublime what files are considered to be binary, which will stop it from showing them in the Goto Anything panel or searching them via Find in Files but will still show them in the sidebar for you to manually open.
folder_exclude_patterns and file_exclude_patterns can be used in your sublime-project file (if you're using one) so that they can be set on a project by project basis. binary_file_patterns only works as a global setting, however.
Either way, you probably want to base your custom settings on the defaults or you may accidentally have files appear in your project that are currently being hidden.
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