A reader of Sesquiotica emailed me to ask about which is correct if you’re cheering someone on: “Go, Veronica!” or “Go Veronica!” (If the person isn’t Veronica, substitute the correct name, obviously.)
My answer is that it depends somewhat on context. If I’m addressing Veronica directly, I’d include the comma, as “Go” is a complete imperative (command) by itself and the “Veronica” is a vocative – her name used just to indicate I’m addressing her. If I addressed her and then said “go” it would also have a comma: “Veronica, go!”
If, on the other hand, I’m cheering for her at some event where she can’t necessarily hear me and I’m really not addressing her directly, just invoking her, I might more likely use “Go Veronica!” because in that case “Go” is not really a direct imperative, it’s an expression of support like “Up with Veronica” or “Long live Veronica,” and the “Veronica” is part of the same expression to indicate who I’m cheering for.
A lot of people don’t put a comma in for the first case either, but if you want to be formally correct, add it in.
There are also cases where a comma will help even if it’s an invocation – for instance, if your team are called The Nuts, “Go Nuts!” can mean something different from “Go, Nuts!” And fans of Minnesota’s hockey team may or may not be sensitive to the difference between “Go, Wild!” and “Go Wild!” (I’m inclined to think in this case that the effect would be the same, however.)
Sesquiotica 
Very helpful — thanks!