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Found the issue. Turns out that my user didn't have write permissions on ~/Library/Caches/go-build/, so I ran the command below and it fixed the issue.

Running this command:

import cycle not allowed tells me you have circular references for imports. A imports B which imports A, or even A imports A.

The steps to do to set up a new Go project with modules:

1. Have Go installed. Latest version preferably, best >= v1.13 which Go modules the default. For go1.11 and above you will have to do some extra steps to enable Go modules.
2. Create a new folder for your project. Preferably NOT in GOPATH. By default GOPATH is ~/go, so create your own projects folder, e.g. mkdir ~/projects and then mkdir ~/projects/myproject.
3. All further commands are run from the new projects root, so best switch there: cd ~/projects/myproject
4. In the newly created folder run go mod init projectPath where projectPath should be the URL of your future git repo (e.g. github.com/myname/myproject). This will create the go.mod file in the current folder. It will contain the module name you used in go mod init and the currently installed go version as a minimum version. (Don't worry about that for now, it won't get in your way.) If you don't plan on ever releasing your project, you can name your project anything. But if that ever conflicts with another package or module name, you are in trouble.
5. Now you can run go get github.com/gin-gonic/gin (don't use -u, that is dangerous as it update all sub-dependencies instead of using the dependencies the gin developers used). This should add github.com/gin-gonic/gin to your go.mod file as a requirement. If you want to update a dependency, just call go get depPath again. It will update the dependency version in your go.mod file to the latest version available. If you want to up-/downgrade to a specific version use go get depPath@vX.Y.Z.
6. Create your main.go and use github.com/gin-gonic/gin in there.
7. Use go mod tidy to remove all unused imports or add missing ones to go.mod. (Usually you don't need to edit go.mod, go mod tidy will do that for you.) It will also tidy up your go.sum file which holds check sums for all your dependencies. You can have a look at the file, but will (usually) never have to edit it. go mod tidy will do that for you.
8. In Goland the most important is to make sure Go modules integration is enabled. The other settings should be correct by default.
9. If you still have problems with the dependencies, you can try a go clean -modcache. It will clear your entire local modules cache, so you need to download all of it again. This can sometimes help if the modules cache got messed up somehow. Should not happen normally, though.

Hope this helps. If it doesn't, let me know so I can add the missing parts.

Check your GOPATH in environment variables

Did you build the dependencies?

You have to run the script to build the dependencies on Linux. Script: https://github.com/discord/lilliput/blob/master/deps/build-deps-linux.sh

Their documentation mentions:

Building Dependencies

Go does not provide any mechanism for arbitrary building of dependencies, e.g. invoking make or cmake. In order to make lilliput usable as a standard Go package, prebuilt static libraries have been provided for all of lilliput's dependencies on Linux and OSX. In order to automate this process, lilliput ships with build scripts alongside compressed archives of the sources of its dependencies. These build scripts are provided for OSX and Linux.

In case it still fails, then issue might be linked to glibc-musl because alpine images have musl libc instead of glibc (GNU's libc). So, you can try it with maybe Ubuntu/ CentOS/etc. minimal images or find a way to get glibc on alpine.

The problem is that you have go installed in your GOPATH (where it shouldn't be). go command is detecting that even when your GOROOT is /usr/local/go and outputs (I agree, slightly misleading) error.

Make sure you have go installed somewhere else and GOROOT pointed to that location and clean your GOPATH (or back it up and re-create). After that go get should work again.

Thanks to discussion in Go Slack (GOPHERS), someone guided me to this solution. Hopefully it can help future readers.

1 - add program and cwd as bellow to launch