"We believe that coupling exceptions to a control structure, as in the try-catch-finally idiom, results in convoluted code. It also tends to encourage programmers to label too many ordinary errors, such as failing to open a file, as exceptional.
Go takes a different approach. For plain error handling, Go's multi-value returns make it easy to report an error without overloading the return value. A canonical error type, coupled with Go's other features, makes error handling pleasant but quite different from that in other languages.
Go also has a couple of built-in functions to signal and recover from truly exceptional conditions. The recovery mechanism is executed only as part of a function's state being torn down after an error, which is sufficient to handle catastrophe but requires no extra control structures and, when used well, can result in clean error-handling code."
http://golang.org/doc/go_faq.html#exceptions
In Go, if there's a programmer error, call panic(); if there's a non-programmer error, return it as a second return value.
[Added] Plus, it's obvious to see where people ignore errors:
f, _ := os.Open("filename")
f, err := os.Open("filename")
f, err := os.Open("filename")
if err != nil {
// handle error
}