For the strawberry purée:
Heat heavy cream and sugar in a saucepan over medium heat, stirring until completely dissolved. Remove pan from heat. Split vanilla bean in half lengthwise and scrape seeds into the cream, then add the bean itself.
Stir in goat cheese and half of the strawberry purée. Cover, set aside, and let the mixture infuse for 30 minutes. Remove bean and re-warm mixture over low heat.
In a medium bowl, sprinkle gelatin over the cold water and let stand five to 10 minutes. Pour the warmed panna cotta mixture into gelatin and stir until completely dissolved.
Divide panna cotta mixture among eight five-ounce glasses and refrigerate until firm, about two hours. When ready to serve, top each with a dollop of purée and garnish with a strawberry.