Use 'go figure' to express irony when the outcome is different from what one would expect. He says he hates sweets, but he ate the whole cake. Go figure!
Pro Tip 2/3
Reflect Surprise
Use it to reflect surprise when encountering strange or unexpected situations. It was sunny all week and on the wedding day it poured. Go figure!
Pro Tip 3/3
Sarcasm Marker
It can indicate sarcasm, especially in contexts where the result is obviously foolish. He spent all his money and is surprised he's broke. Go figure!