From the video, here's what we can glean so far:
Form factor: The PSP Go has a 97mm (3.8-inch) wide screen (versus 109mm (4.3 inches) on all previous PSP models). It's said to be 43 per cent lighter than the current PSP 3000, which means it would tip the scales at about 110g. The PSP Go design is very reminiscent of the Sony Mylo -- the screen slides up to reveal the controls.
Storage: The Go will offer 16GB of built-in flash memory, and it's expandable via a Memory Stick Micro slot. There's no UMD (Universal Media Disc) drive. While that no doubt allows for the smaller size (and, we hope, the potential for better battery life), it also means there's no way to play existing PSP software you might own.
Controls: While the layout may be different, the control scheme on the Go looks to be little changed from earlier PSP models: a four-way d-pad on the left, the standard quartet of geometrically coded Sony controls (circle, square, cross, triangle) on the right, select/start buttons in the centre, and the PlayStation 'home' button to the left of the screen.
A second analogue control is always at or near the top of wish lists for PSP redesigns, so its absence is all but certain to get a thumbs-down from gamers. The single stick's placement -- closer to the centre of the control deck rather than the outside right, where it sits on earlier PSPs -- could also be problematic. (That said, the Go control layout is more closely aligned to that of a traditional full-size PlayStation controller.)

None of the leaked info mentions touchscreen support, leading us to assume the feature is not present.
Wireless: In addition to certain Wi-Fi support, the Go adds Bluetooth capability for the first time. In addition to support for standard Bluetooth headsets (and, presumably, A2DP headphones and speakers), Sony exec Koller also specifies the ability to tether the PSP Go to a Bluetooth-enabled phone. The advantage of that isn't highlighted, but that would potentially allow Web browsing and online gaming via a tethered phone with a 3G data connection (when Wi-Fi access wasn't available).
Games: On the leaked Qore video, Koller specifically mentions PSP versions of Little Big Planet, Jak and Daxter, Gran Turismo, and "a new Metal Gear Solid". Jak and Daxter: The Lost Frontier had been previously announced and a PSP Gran Turismo was originally shown off way back at E3 2004. A PSP-optimised LBP has been all but confirmed, and a new MGS game will be welcomed with open arms (assuming it's more like the action-packed Portable Ops and less like the bizarre Metal Gear Acid).
Koller also emphasises casual games in the interview, implying that Sony would like to see the PSP platform become home to shorter, simpler 'pick up and play' games that can be downloaded from the PlayStation Store on a whim.
As for the downloadable titles: a wide selection already exists on the PlayStation Store for existing PSP owners, and it's long been clear that Sony has been moving away from UMD. The recent high-profilePatapon 2, for instance, is download-only.
Digital media support: Presumably, the Go will have at least the same baseline media features as the existing PSP models, which includes ample support for music, video and photo files. Koller also mentions downloadable movies and TV shows (already available for purchase from Sony's existing iTunes-like PlayStation Store). Despite rumours of a downloadable music store, an online music option is notably not mentioned.
PS3 integration: Again, it appears that the existing interoperability between the PS3 and the PSP line will be carried over to the PSP Go. That includes the ability to cross-load some games and media, as well as the Remote Play option, which lets you access PS3-based content from the PSP over the Internet.
Price and availability: Koller says that it's coming this autumn; price isn't specified. He also confirms that the PSP 3000 will stay on the market. That, at least, is comfort for those of us who like to buy cheap used UMD-based PSP games, which are widely available.
Final thought: It's worth pointing out that the earlier leaks on this product -- right down to the name -- have been remarkably accurate.
Update: All these details having been leaked, the only real news on the PSP Go from Sony's E3 press conference was price and release dates. The Go will launch in Europe and America on 1 October for €249 (£215). A specific UK price was not announced. Here's our video of the announcement: