Nothing happens when running go get github.com/astaxie/beego
Turns out my setup was messed up. I purged everything and installed golang using this nifty script: https://github.com/moovweb/gvm. It takes care of everything. Thanks @peterSO for the help.
If it doesn't show anything, it doesn't mean nothing works. Try doing the same with '-v' flag
go get -v github.com/astaxie/beego
Besides, all your downloads will be saved (most probably) somewhere to your '~' directory ('~/go/src' in my case), not in your current terminal directory