As X said it is a chess style game played in the Far East (deeper than chess because bad moves are punished much later than in chess).
Hikaru no Go is an anime about a kid playing the game (or something in that ballpark, I haven't watched it, I don't watch anime much anymore).
The U.S. has gotten cartidges for free too (Nintendo power's done it once or twice) but not any time recently.
Anyway, if you can read some kana and have the basic idea of how to play go, it's fun, but I'd rather get one of the full games.