Update: Personally, while GDB works I’m not a fan of using it in Go and it will make you spit some blood. Check out some of the other answers for good alternatives.
Yes, of course 🙂
Go has a debugger (GDB)
Here is the official tutorial on how to use it.
If you’d like ‘graphical debugging’ (that is, setting breakpoints in the editor) some IDEs let you do that (with GDB in the background).
In specific, Eclipse, LiteIDE and Zeus all let you set breakpoints and debug from your coding environment (source). Here is a video on how to do it with Zeus.