colorgo is a wrapper to go command that colorizes output from go build and go test.
go get -u github.com/songgao/colorgo
colorgo buildcolorgo changes nothing to sub-commands other than go build. So you can optionally define alias in your shell conf so that go build always prints colorized error message:
bash: ~/.bashrc
alias go=colorgo
fish-shell: ~/.config/fish/config.fish
alias go colorgo