Can you use PSP games in the PSP go?
If you mean PSP games on UMD, no, the PSP Go does not have a slot for UMD.
When you buy a PSP go can you download your existing PS3 games or do you have to buy from playstation store?
Yes, sometimes there are free games and demos available on the PSN, accessable from the PSP Go itself. Also I'm not sure what it's like for other countries, but right now here in the UK you can get a PSP Go for £200, and the offer includes 10 free downloadable games, including Little Big Planet PSP and others.
Well the PlayStation Store works by you put money on your account via credit card or voucher. Next you buy the games then the computer will download it onto the computer automatically. Next you plug the PSP GO into the computer with the USB cable that came with the PSP GO. And lastly select the games and drag the games onto the PSP GO on the sidebar and then it will automatically put the games…