result

% vim test.go                                                              [~]
% go run test.go                                                           [~]
Set $TEST_HOGE = 1234
% echo $TEST_HOGE                                                          [~]

%

test.go

package main

import (
	"fmt"
	"os"
)

func main() {
	fmt.Println("Set $TEST_HOGE = 1234")
	os.Setenv("TEST_HOGE", "1234")
}