Most programs do something other than parse the syntax of the language they are written in. A programming language really only needs to be self-hosting once, and that may be an early program, but it seems unlikely it is the very first.
One of my backlog-projects is an implementation of Common Lisp in Go, which can be easily used to provide an embedded scripting language for Go programs (and, eventually, an excuse to write 'Go' code which is actually Lisp). It's one of those crazy ideas I'll probably never get to, but it sure would be fun.
I have ~that. Of course it's not Common Lisp though (so, Hubris Lisp?). Notably you have to statically register the Go functions you want to be callable from the Lisp side, because otherwise they might not even be present in the compiled binary (and even if they were, I don't think Go will help you find an arbitrary function by name at runtime). I've used it much more as a normal 'shebang' shell scripting language (even ""webapps"" via CGI) than an embedded one so far... mainly through lack of ideas that call for such a thing.
This seems relatively complex for being the first Go program. I suppose they wanted to test something non-trivial which took advantage of most of the implemented language features. I guess I was expecting something closer to a hello world program.