Since the main purpose of the PSPgo's 16GB of memory is for digital distribution, it only makes sense Sony would include a way to demonstrate that feature out of the box. A Destructoid reader spotted this practice in action at Best Buy's website, which states a free downloadable voucher for Rock Band Unplugged will be included with PSPgo machines ordered from them.
I perused PSPgo listings at several other online retailers -- Amazon, Toys 'R Us, Target -- and found no reference to download vouchers. Either Best Buy has wrapped up an exclusive bundle or revealed one of Sony's launch plans. Maybe each retailer will get a different game? I've contacted Sony for clarification, but the description remains on Best Buy's site for the moment.