In Go, first-class functions mean that functions are treated as values and can be assigned to variables, passed as arguments to other functions, and returned as values from functions. This enables powerful functional programming techniques like higher-order functions, closures, and callbacks.
On the other hand, anonymous functions, also known as lambda functions, are functions without a name that can be defined inline in the code. They are often used as callbacks or for simple, one-off functions that don't need to be defined elsewhere. Anonymous functions can also capture and use variables from their surrounding scope, creating closures.
In summary, first-class functions are a language feature that enables functions to be used as values, while anonymous functions are a way to define a function without a name and can capture variables from the surrounding scope to create closures.