PSP Games
The PSP Go system does not use UMD (Universal Media Disks) like the original PSP-3000. Games can be downloaded via Wi-Fi connection on the Playstation Store. Downloadable games can also be purchased from the computer and transferred to the PSP-3000 via USB. You can also buy and rent movies and TV series from the Playstation Store.
Multiplayer Possibilities
The PSP can connect to nearby PSP consoles via a radio signal. This feature, best used when the PSPs are within 30 feet, allows users to simultaneously play multiplayer games. Infrastructure capabilities allow you to play multiplayer games over Wi-Fi with anyone in the world with a PSP.
Internet Browsing
The PSP-3000 and the PSP Go both have a built-in Internet browser that works over a Wi-Fi signal.
Connectivity
The PSP can easily be connected to your home computer, television set, or entertainment system if they are certified on the Digital Living Network Alliance (DLNA). DLNA is the global collaboration of electronic devices that can work together unobtrusively. PSP can communicate with DLNA-certified devices such as the PS3. A PSP can then have access to the photos, videos, and larger hardrive of the PS3.
Customization
With the PSP, you can manually change the background color or let it automatically change the background color on a monthly basis. You can also buy themes from the Playstation Store that will change icons, wallpaper, and the general layout of the device.