If you use the OpenGL board you will not have much fun without a proper 3D hardware driver !
The goban display is available in two modes: 3D based on OpenGL and 2D based on SDL. The SDL 2D board is pretty much looking the same as the gGo/Java board. Some users might not have a graphic card with OpenGL support (but those must be very old, any consumer card sold after 1998 supports OpenGL) or prefer the classic 2D view, so the 2D mode might be an alternative. The default view is the 2D board.
You can switch between 3D and 2D board display in the preferences dialog.
If you have a proper 3D graphic card, make sure you have some recent driver from your hardware manufacturer installed. The default drivers that come with Windows do NOT work well.
The most common consumer cards should be from NVidia or ATI, all of them will work properly with glGo if you have a NVidia or ATI driver installed. Be careful with NVidia, there will be two drivers available for "NVidia Riva TNT" card in the Windows driver selection: One from Microsoft and one from NVidia. Use the NVidia one, the Microsoft driver is useless.
If you run Linux and don't have a hardware driver installed, the Mesa libraries might work, but will be inferior to a real driver. There are both NVidia and ATI drivers for Linux available (my old NVidia TNT 1 card works fine with the latest NVidia/Linux driver).
The OpenGL mode won't work well without a hardware driver installed. It will be slow and ugly. I am aware this is a serious limitation to the program. Most gamers have those drivers up to date, but the average IGS user is no computer gamer and certainly will have the default Microsoft Windows drivers installed, which won't work with glGo.
The glGo sound system is based on the OpenAL or SDL mixer libraries. Both are available and can be selected from the preferences dialog. OpenAL is the default system and basically superior. Both OpenAL and SDL_mixer runtime support are provided with the glGo Windows installer. On Linux you need to install OpenAL and/or SDL mixer from your distribution, it is not included in the glGo installer.
The SDL board requires the SDL, SDL_image, SDL_ttf and SDL_gfx libraries. They are all included in the Windows installer, on Windows you don't need anything additional. On Linux you require libsdl, libsdl_ttf and libsdl_image, which skip with all major Linux distributions. It does not make sense to include the SDL runtime libraries on Linux as they are all available with your distribution already.
glGo requires the Python runtime library which is included in the Windows installer. Linux users please install Python 2.4 from your distribution. To find out if and which Python version is installed type "python" in a terminal, the version is shown there.
On Mac OS X 10.3 "Panther" glGo runs out of the box. The current status of glGo on OS X 10.4 "Tiger" is unknown to me until I upgraded to Tiger myself.