I was curious what the actual state was of the "modern Linux kernel" pcwalton mentioned, so I tried running a test program to create a million threads on a VM - x86-64 with 8GB of RAM, Linux 4.0. For comparison, Go apparently uses about 4KB per goroutine, so it should be possible to create somewhat under 2 million goroutines. To be fair, I allocated the stacks manually in one large allocation; otherwise it dies quite quickly running out of VM mappings. I set the stack size to the pthread minimum of 16KB (actually, I tried cheating and making it smaller, but it crashed, so I gave up - not a good idea anyway). The threads waited for an indication from the main thread, sent after thread creation was done, to exit; in an attempt to avoid the overhead associated with pthread conditions, I just used futex directly:
while (!ready)
assert(!syscall(SYS_futex, &ready, FUTEX_WAIT, 0, NULL, NULL, 0));
The program caused the kernel to hit OOM (rather ungracefully!) somewhere around 270,000 threads. To see how long it took while ensuring all the threads actually ran, I reduced the thread count to 200,000, had it join all the threads at the end, and timed this whole process: after the first run it took about 4 seconds. (The first run was considerably slower, but that isn't a big deal for a server, which is the most important use case for having such a large number of goroutines/threads.) Therefore, the C version uses about 20 microseconds and 32 KB of memory per thread.
For completeness, I also tested a similar Go program on Go 1.4 (the version available from Debian on the VM); it actually got up to 3,150,000 before OOM, and took 9 seconds to do 2 million - 4.5 microseconds and 2.7KB per thread.
In other words, Linux is about an order of magnitude slower at managing a lrge number of threads. That looks pretty bad, but on the other hand, it's not that much in absolute terms! I'm pretty sure most server programs don't need more than 250,000 simultaneous connections (or can afford to spend more than 8GB of RAM on them) and don't mind spending an extra 20 microseconds to initiate a connection, so if operating systems other than Linux aren't a concern, they could be written to create a thread per connection without too much trouble. It's not going to give you the absolute maximum performance (meaning it's not appropriate for a decent class of program - then again, I suspect Go isn't either), but it's not terrible either.
I'd like to see it improve. I wouldn't be surprised if there is (still) some low hanging fruit; do kernel developers actually care about this use case?
(And yes, I know this doesn't really test performance of the scheduler during sustained operation. That's its own can of worms.)