I would want to raise an exception as it's made in Python or Java --to finish the program with an error message--.

An error message could be returned to a parent function:

func readFile(filename string) (content string, err os.Error) {
    content, err := ioutil.ReadFile(filename)
    if err != nil {
        return "", os.ErrorString("read " + filename + ": " + err)
    }
    return string(content), nil
}

but I want that it can be finished when the error is found. Would be correct the next one?

func readFile(filename string) (content string) {
    content, err := ioutil.ReadFile(filename)

    defer func() {
        if err != nil {
            panic(err)
        }
    }()

    return string(content)
}