For those on OSX, using Homebrew to install go is a far nicer experience, in addition to making it easier to keep things up-to-date. http://brew.sh then `brew install go` will move you past step 0, although I somehow thought one had to specify a `GOPATH` in order to use `go get`:
$ go get -u github.com/sourcegraph/thyme/cmd/thyme
package github.com/sourcegraph/thyme/cmd/thyme: cannot download, $GOPATH not set. For more details see: go help gopath
meaning there is a step 0.5 of `export GOPATH=/some/place/with/a/lot/of/disk/space` and (again, as I understand it) you'll want `$GOPATH/bin` in your `$PATH` or step 2 will not behave as expected.