In chess and shôgi (Japanese chess), there are "puzzles", which are known to shôgi players as tsume. In Go, there are tsumego, which is the name for puzzles depicting Go board positions, whether local or global (whole-board). Doing Go puzzles in different skill areas - life & death, tesuji ("clever moves"), opening, middle game, jôseki ("textbook plays"; these exchanges ensure a local advantage to each side and usually occur near the corners of the Go board), and endgame - will help you to improve your analytical ability in the game. As little as 15 minutes of tsumego on a daily basis is effective and, of course, the more, the better. If you concentrate on cultivating your life & death and tesuji skills, other areas will become easier; jôseki should be studied only after developing a good command of these two skills, since they determine how the exchange is played out. In addition, the global position must be taken into account when selecting a jôseki.
According to this article from the Turtlemechy blog,
http://turtlemechy.wordpress.com/2013/02/25/how-to-get-extremely-good-at-go/
the endgame is to be studied most. The middle game is to be studied as well, but most close games are decided by exchanges in the endgame, so the endgame is important. The opening is important in Go, but not as influential upon the course of a game as openings in Chess. It is possible to play an excellent opening and do badly in the middle game and endgame. The games of Lee Changho, a 9th degree Korean professional Go player, often exhibit this phenomenon; he is best known for his exceptional endgame skills.
As you gain more experience in Go, you will find that there are different ways to play the game. Just as Chess players tend to choose between power-based playing styles and finesse-based playing styles, Go players usually choose between playing for outward influence and playing for territory. The former consists of acquiring territory as a result of middle-game fighting, whereas the latter consists of playing one's stones on the 3rd line of the board to begin establishing territorial claims to convert into actual territory; the edge of the Go board serves as a natural barrier against which to build a living (uncapturable) group. Each playing style has its disadvantages. Playing for influence - often indicated by plays on the star points that are on the 4th line or even plays on the 5th line - means that the opponent will often acquire territory, so good fighting skills are needed to make use of friendly groups already present in the center and prevent the opponent from creating additional territory in the center region of the board after an invasion and capturing your groups. Playing for territory - usually indicated by opening plays on the 3rd and/or 4th lines - allows for easily established groups, but access to the center can be reduced, so good fighting skills are needed to invade the opponent's môyô (territorial framework that represents a claim and not yet solid territory) and reduce his gains in the center.
In reality, most Go players apply varied combinations of both styles. Go is a very fluid game, so it helps to have familiarity with both styles to allow for a flexible approach when playing. Lee Changho, Kobayashi Kôichi, and Yu Bin are some professional players that tend toward territory-oriented styles of play. Cho Hun-hyun, Awaji Shûzô, and Takemiya Masaki are some players who prefer influence-oriented styles. As well, you will find that some players, such as Rui Naiwei and some Chinese and Korean players, are fond of middle game fighting, whereas others, as most Japanese players, prefer more peaceful games. As for extremes, there are the ancient Chinese players, such as those mentioned in the Dang Hu games, that played games with lots of violent exchanges, and historical Japanese players like Hon'inbô Dôsaku, from the late 1600s, and Shûsaku (of Hikaru no Go fame) from the middle of the 19th century, who played relatively peaceful games closer in form to today's playing styles. For beginners, these last two players are definitely worth studying. Go Seigen is another player worth studying, as he has had enormous influence on how Go is played today. Along with Kitani Minoru, a Japanese player of the 20th century, he is one of the founders of the shin fuseki (new opening sequences) style of play. This style is the precursor of today's most common playing styles.
In Chess one keeps an eye on how much material one has available to deliver checkmate against the opponent's king. In Go, one keeps an eye on the balance of territory between Black and White. The Go board is larger, so counting accurately during a game of Go takes some practice. However, once you acquire this ability it is easier to make better informed plays.
I am not an avid chess player these days, but I notice that replaying chess game records helps me to picture what happens in a game of chess. In conjunction with chess puzzles to train my analytical ability, replaying game records helps me to see how tactics come together on the board. Replaying a couple of professional Go games daily will help you to accustom your mind to what occurs in a game of Go. As well, you will get to see how individual techniques come together. When you are more experienced in Go, you will be able to analyze the reasons for each move. For the moment, though, simply observe what happens as you replay the record and apply the ideas therein to your own games. Of course there will be lost games as well as won ones, but by degrees your understanding of Go will increase and your way of playing will become clearer and more logical.
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(At least that is my hope for myself 
