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I also use vim. Sometimes it's nice to use a step through debugger instead of print statements.

Debuggers are nice to have; https://atom.io/packages/go-debug is a good plugin that uses the delve debugger to step through code. No Java required.

It integrates into Visual Studio Code as well.

Is there no command-line debugger for go?

the delve debugger is a command line debugger.

I think gdb is an option.

No, not it's not. It has never been.