I'm developing a daemon with no UI apart from a simple icon in the Windows systray. 

syscall
Documentation 
Shell_NotifyIconshell32.dllShell_NotifyIconW

Libraries

Implementation

Structures

type HANDLE uintptr

type HICON HANDLE
    type HWND HANDLE

type GUID struct {
    Data1 uint32
    Data2 uint16
    Data3 uint16
    Data4 [8]byte
}

type NOTIFYICONDATA struct {
    CbSize           uint32
    HWnd             HWND
    UID              uint32
    UFlags           uint32
    UCallbackMessage uint32
    HIcon            HICON
    SzTip            [128]uint16
    DwState          uint32
    DwStateMask      uint32
    SzInfo           [256]uint16
    UVersion         uint32
    SzInfoTitle      [64]uint16
    DwInfoFlags      uint32
    GuidItem         GUID
}

Variables

const (
    NIM_ADD = 0x00000000
    NIM_MODIFY = 0x00000001
    NIM_DELETE = 0x00000002
    NIM_SETVERSION = 0x00000004

    NIF_MESSAGE = 0x00000001
    NIF_ICON = 0x00000002
    NIF_TIP = 0x00000004
    NIF_STATE = 0x00000008

    NIF_HIDDEN = 0x00000001
)

Source

package main

import (
    "log"
    "syscall"
    "unsafe"
)

func main() {
    shell32 := syscall.MustLoadDLL("shell32.dll")
    Shell_NotifyIcon := shell32.MustFindProc("Shell_NotifyIconW")

    iconData := NOTIFYICONDATA{
        HWnd: 0,
        UFlags: NIF_MESSAGE | NIF_STATE,
        DwState: NIF_HIDDEN,
        DwStateMask: NIS_HIDDEN,
    }
    iconData.CbSize = uint32(unsafe.Sizeof(iconData))

    ret, _, _ := Shell_NotifyIcon.Call(
        NIM_ADD,
        uintptr(unsafe.Pointer(&iconData)),
    )

    if ret == 0 {
        log.Println("Failed")
        return
    }

    // Do anything, like open a HTTP server to keep the program running
    http.ListenAndServe(":8080", nil)
}

Details

HWndUFlagsDwStateDwStateMask

I know that it is possible; the Golang WIKI gives an implementation to call a message box.