How can I call an async method in Main?

Since the release of C# v7.1 async main methods have become available to use which avoids the need for the workarounds in the answers already posted. The following signatures have been added:

public static Task Main();
public static Task<int> Main();
public static Task Main(string[] args);
public static Task<int> Main(string[] args);

This allows you to write your code like this:

static async Task Main(string[] args)
{
    await DoSomethingAsync();
}

static async Task DoSomethingAsync()
{
    //...
}

class Program
{
    static void Main(string[] args)
    {
       test t = new test();
       Task.Run(async () => await t.Go());
    }
}

Instead of Wait, you're better off using new test().Go().GetAwaiter().GetResult() since this will avoid exceptions being wrapped into AggregateExceptions, so you can just surround your Go() method with a try catch(Exception ex) block as usual.

Your Main method can be simplified. For C# 7.1 and newer:

static async Task Main(string[] args)
{
    test t = new test();
    await t.Go();
    Console.WriteLine("finished");
    Console.ReadKey();
}

For earlier versions of C#:

static void Main(string[] args)
{
    test t = new test();
    t.Go().Wait();
    Console.WriteLine("finished");
    Console.ReadKey();
}

This is part of the beauty of the async keyword (and related functionality): the use and confusing nature of callbacks is greatly reduced or eliminated.