Surface Go will not boot from USB
Solution 1:
Okay, so I fixed it... But it took a bit of mucking around.
First I downloaded and installed a "pirate" copy of Microsoft Windows 10 (single-boot setup) and then I tried to boot from a USB "thumb" drive using the instructions Microsoft provide online (I haven't used a Microsoft operating system - outside of very light usage at work - in nearly ten years)... No luck, it still wouldn't boot from the USB "thumb" drive.
In fact, no matter what I did, I simply could not get it to boot from the USB "thumb" drive.
So I copied a Ubuntu 20.04 LTS ("Focal Fossa") image to a USB Type-C "thumb" drive instead (I was originally using a "traditional" USB "thumb" drive via an adaptor), changed the boot order around a bit (it was already on the correct boot order, but I figured this might "refresh" the boot order) and then restarted... Voila - it worked!
Okay, disclaimer time.
I used a "pirate" copy of Windows 10 - but I have no intention of using this operating system (most of our computers run Ubuntu, and the few exceptions run Apple macOS) - it was deleted immediately after I got Ubuntu running on my Microsoft Surface Go... In total, I used this operating system for about five minutes, almost all of which was me logging in and restarting.
If you intend to dual-boot or use Windows 10 on another device, please buy a license - Microsoft as a company might have its many flaws, but behind the "big evil corporation", there are actually a lot of developers that worked awfully hard on this operating system... So please, please buy a license if you want to continue using Windows 10.
On a side-note, I later found a "trial" copy of Windows 10 on Microsoft's web site - so you should probably use this instead of a "pirate" copy...