There's no such thing as, say, Maven binary dependencies for Java. If you don't check in the source code for your dependencies, your team member won't get the same version as you have and builds won't be reproducible. You won't be able to go back to a previous version of your app and rebuild it, because the trunk of your dependencies will have changed. By checking in the source code you're avoid a whole lot of hurt.
Checking in source is okay because Go source files are small and the compiler is fast. There isn't a huge third-party ecosystem for Go yet.