Error "cannot download, $GOPATH not set."

If you set a variable like this:

GOPATH=$HOME/go

It won't be exported to any subprocesses. It's only available to that process. If you want to export it to subprocesses, use export:

export GOPATH

You can also combine the assignment and export:

export GOPATH=$HOME/go

My $GOROOT directory was created with owner: root and group: wheel instead having me as the owner and admin as the group. I'll guess that I used sudo when I shouldn't have (or some tool did it for me). As such go get could not write the packages to $GOROOT and hence the $GOPATH not set and permission denied errors.

By using chown and chgrp on my $GOROOT (with -R to get subfolders) 'go get...' worked. In my case VS Code was now able to install the Go components I was after.