Steps to follow:
Shut down Surface Go.
Hold Volume Up and press Power.
Keep holding Volume Up until the Surface UEFI screen appears.
Now go to:
Security → Secure Boot Control
Now check if:
“Secure Boot Control” is greyed out or, not
“Administrator Password” setup option is disabled.
If your Surface Go is managed by an organization, Secure Boot may be enforced via policy. You’ll need admin rights or IT support to change it.
If personal:
Enter UEFI > Boot Configuration > Reset to Default.
Save and exit.
Enter UEFI again and check if Secure Boot is unlocked
Outdated Firmware may be another reason- update Windows and Firmware to the latest.