Talking generically for a moment...
The truthful answer is - it depends.
USB-C is becoming quite a difficult connector to deal with - the physical interface is also commonly used for other things, by supporting what are called "Alternate Modes".
In addition to the alternate modes, is the "Power Delivery" mess, where one device can provide power to another device at "up to 20V at 5A"... Thus we already have a situation where a laptop charger will work for a phone, but a phone charger won't work for a laptop.
A quote from the USB-C wiki page:
A device that implements USB-C does not necessarily implement USB 3.1, USB Power Delivery, or Alternate Mode.
These things are fine if you know about them, you're technically minded and able to understand / clearly communicate what's going on... however... this isn't always true of consumers or retailers (as you'll see below).
As of today, the Alternate Mode options include:
So... by purchasing a dongle that physically appears to be "USB-C to DisplayPort", there are some possibilities as to what this may actually implement: (this is a similar story for HDMI).
- USB 2.0 → DisplayPort (unlikely but possible)
- USB 3.x → DisplayPort
- Thunderbolt → eGPU → DisplayPort
Options 1 and 2 will quite possibly be either a DisplayLink adapter like you already have (CPU-intensive), or some other adapter (also CPU-intensive, possibly moreso). Your computer should support this without problems, though performance is likely to be an issue.
Option 3 is great - it'll be a (nearly) passive cable which connects your computer's internal graphics to an external monitor. Small, cheap, simple. No additional load on your CPU when compared to a standard DisplayPort monitor. Your computer (or some of the available ports) may not support this.
Option 4 is also great - it'll likely require external power (think eGPU), will be a large box, and will essentially connect a PCIe graphics card to your computer via Thunderbolt. Large, but potentially very powerful (i.e: gaming, CAD, etc...). Your computer (or some of the available ports) may not support this.
Talking specifically about the Microsoft Surface Go...
Sadly Microsoft have fallen directly into the hole, and have specified "1× USB-C" on the tech specs page - great... what does that mean?
There is a "Surface USB-C to DisplayPort Adapter", but it doesn't mention anything about what this (sizeable looking) dongle actually implements, and it doesn't even have an "I'm compatible with" list.
I'm afraid after a bit of a look around I'm not able to give you a definitive answer to your core question - I'm not even able to give you advice to help you avoid the CPU-intensive options, because I can't find out what the Surface Go's USB-C port actually implements!
The best I can do is suggest you try the Microsoft adapter... or another adapter, looking out for "DisplayPort Alternate Mode" phrasing. If that doesn't work, then you'll be stuck with option 1 or 2 from above (i.e: DisplayLink).