If you're working on a Mac you may encounter an annoyance when installing the Go Continuous Delivery server. It blindly insists on finding a version 6 JVM - even if a compatible later version is available.
After an initial attempt at adjusting the config, and a bit of Googling around I gave up on trying to make it work.
A week or so later I found myself using some spare time at home to develop a plugin on a Mac. After a couple of days of having to wait until the following day to try out the functionality on my work Linux setup I came across some instructions for installing and using a Vagrant virtual box which contains a fully operational Go server.
I haven't used it extensively but it has made plugin development easier for me.