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MatthewW comments on Rationality Lessons in the Game of Go - Less Wrong
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You can think of "don't play aji-keshi" as saying "leave actions which will close down your future options as late as possible", which I think can be a useful lesson for real life (though of course the tricky part is working out how late 'as possible' is).
Go teaches that sort of intuitions that are useful but really vague compared to LW-type of stuff. Overall you can get really strong at go if you simply decide to avoid emotional mistakes typical to zero sum game, actual reading and position analysis and planning is of much less importance.
Which may point to another lesson. More than once, after making a move, I have had my opponent say with a frown, "I was afraid you would play there. Now I have to read[1]. This may take a while. Why don't you take a smoke break, or buy coffee, or something." An important skill in Go is to recognize when intuition becomes insufficient, and careful analysis essential.
[1] "Read" is Go jargon for careful analysis - what the computer geeks might call exhaustive tree search.