The Nintendo DSi and the Sony PSP Go are both game consoles that have been created by Nintendo and Sony respectively. PSP comes with a lot of memory because you need to download games before you can start playing them. Nintendo DSi would need to make use of physical media so that the games can be played correctly.
They both have areas wherein games can be saved, but Nintendo makes use of a memory card while the Sony PSP makes use of a memory stick. The Nintendo DSi comes with a touchscreen interface which makes this the option of those who are already used to this feature when using their gadgets.
Gamers will not have a hard time recognizing that these are two different handheld devices that can be used. Two different companies make these. Nintendo created the DSI while PSP created Go. People may have different preferences, depending on which one is better. Some prefer one over the other because of the different games that they offer.
Others favor the Nintendo DSI because it has two screens. Some say that if there is any comparison with what Sony has created, the PSP 3000 may be a better option. A lot of people wanted to have PSPs when this was released at that time.