The PSP-Go uses internal memory with the option to expand that via M2 memory cards
Need a little more information
Are you are using a memcard or not?
What file format are your games stored in?
What folders do you store each type of file in?
Is there anything else that you want play asides from the normal PSP/PSX games?
First I think we should work through what files you have and make sure they are all stored in the correct area's of either the internal memory and external M2 card/s
But as suggested it may be best to reformat the M2 card via the PSP-Go itself, it is possible if formatted wrong that only a certain amount of space can be read causing the system to only show so many games and if one is removed another game would show that previously would not.