We love Sudoku. We play it online quite a lot, and use the Brain Age version of Sudoku frequently as well. We thought it'd be great to have a PSP game solely dedicated to Sudoku. Unfortunately, the Go! Sudoku implementation was poor.
First off, about the gameplay in general. You get a Sudoku board, can choose from puzzles of various difficulties, and can choose a background theme. Once you play a game on a given profile, that's it. You can't play it again. Since you rarely "memorize" a board, it seems a shame not to let you replay it without resetting everything.
Next, part of how you play Sudoku is by marking the "possibles" in a given square until you figure out what it really should be. In the Brain Age version, you can do that. Here, you can't. Your only choice is to turn on "help" which then marks ALL possibles on the entire board, all the time. With help turned on, all you do is look at the board for the square with only 1 possible in it, and put that number there. Then the board updates and you look for the next square with only 1 possible in it. It's not a game at all. They should have let you put in possibles yourself, instead of making you try to juggle that all in your head.
The game has a really annoying redraw problem. Every 10 minutes or so, the game freezes with a "please wait" message that sits there for perhaps 30 seconds. Then it lets you play some more. So you might be right in the middle of doing something, and suddenly you have to twiddle your thumbs until it unfreezes. Apparently this has to do with battery charge - and the lower your battery gets, the more frequently the pop-up comes up. It counts the 'freeze time' against your total time to solve, too. Bad, bad, bad.
If you type in a wrong number, it IMMEDIATELY tells you that number is wrong. This makes no sense in Sudoku. Part of the challenge is to follow a road until you get stuck, then to backtrack and figure out what you did wrong. It's like a crossword puzzle or a maze. To just flag you immediately loses that aspect of the solving.
This is one of the only games that I've played that I completely DO NOT recommend at all. If you want to play Sudoku, buy another game. Don't buy this one.