How to initialize a nested struct?

If you don't want to go with separate struct definition for nested struct and you don't like second method suggested by @OneOfOne you can use this third method:

package main
import "fmt"
type Configuration struct {
    Val   string
    Proxy struct {
        Address string
        Port    string
    }
}

func main() {
    c := &Configuration{
        Val: "test",
    }

    c.Proxy.Address = `127.0.0.1`
    c.Proxy.Port = `8080`
}

You can check it here: https://play.golang.org/p/WoSYCxzCF2

Well, any specific reason to not make Proxy its own struct?

Anyway you have 2 options:

The proper way, simply move proxy to its own struct, for example:

type Configuration struct {
    Val string
    Proxy Proxy
}

type Proxy struct {
    Address string
    Port    string
}

func main() {

    c := &Configuration{
        Val: "test",
        Proxy: Proxy{
            Address: "addr",
            Port:    "port",
        },
    }
    fmt.Println(c)
    fmt.Println(c.Proxy.Address)
}

The less proper and ugly way but still works:

c := &Configuration{
    Val: "test",
    Proxy: struct {
        Address string
        Port    string
    }{
        Address: "addr",
        Port:    "80",
    },
}