The example you gave would give you:
$_GET['go'] = ""
So, in this case, you wouldn't necessarily check for a value, but rather, just check to make sure the index is set...
So, you'd do something like:
if(isset($_GET['go'])){
// Do something if the index exists (This occurs regardless of the value of the $_GET['go'] variable)
} else {
// Do something else if the index doesn't exist
}