Like the last PSP, the PSPgo needs accessories. And accessories it has, with the full range of PSPgo peripherals, cases and add-ons on show at the Tokyo Game Show.
There's a Bluetooth stereo headset adaptor, a converter cable...thing (so you can use older PSP accessories on the PSPgo), a cradle, AV cables and in-ear headset.
If earlier in the day you were DYING to find out what was in the box, well, this is it. Hope you didn't get your hopes up too high.