Several rumors -and internal sources- are saying that some major stores in Spain, like Media Markt, are not going to sell PSPgo. The same with other european countries like France.
The reasons: the low margin for the store and the fact that all the games will be sold online after the purchase of the PSPgo.
Sony Spain says that there is no problem with the PSP go distribution. http://www.eurogamer.es/articles/sony-espana-desmiente-problemas-con-pspgo