well seems so many ppl here contributed to outfield player but not much on GK.

i used to play as a GK for sarawak in my younger years. so i have been trained in becoming a full blooded GK. then i got older and started to play futsal as a GK too.
from what i can say, the basics is still the same. a GK MUST ALWAYS close all angles as fast as they can so that it'll be difficult for opponent to place a shot.
someone asked how to defend against a lob then volley. well, if you see it coming, chase it and punch the ball out. if not, better make sure your reflexes are quick enuff to defend the goal.
a keeper's job is not to catch the ball most of the time but to deflect shots off the goal where possible. why? because sometimes the ball is travelling too fast and trying to stop it will result in injury (i have broken a few bones in my hands before, so yeah.. very painful). so the best way (and as proven by Pepe Reina) is to deflect the ball off the goal area.
difference between big field footy and futsal is the keeper is most of the time needed to put the pressure on. so keepers must train their passing and ball control too if they want to make a difference to the team.
the ability to read your teammates is another skill that is useful if you have it. and of coz the ability to think like an attacking player, to anticipate the shots.
the best training for reflexes to me (my coach suggested to me, and i think it's quite true) is to play the air hockey thing in the arcades. i dunno where you can get this nowadays, but that game really helps in sharpen my reflexes (and badminton).
so that's about it i think in terms of playing as a GK in futsal based on my experience. i'll add more if there's question.