Document how to use go modules for private repositories

Overview

Since Go modules are out go get works in a different way, especially when private repositories are involved. Most users end up hitting the 410 Gone error, which can be fixed by setting the GOPRIVATE environment variable, as explained in https://golang.org/cmd/go/#hdr-Module_configuration_for_non_public_modules. We should add this to the documentation somewhere to make sure it's clear to users.

/cc @pschwar1