Please use the following steps to build and install Delve on OSX.
Ensure you have a proper compilation toolchain.
This should be as simple as:
xcode-select --install
Now you can install delve using go get:
$ go get -u github.com/derekparker/delve/cmd/dlv
With this method you will not be able to use delve's native backend.
Alternatively, you can clone the repo and run:
$ make install
The makefile will take care of creating and installing a self-signed certificate automatically.
Note: If you are using Go 1.5 you must set GO15VENDOREXPERIMENT=1 before continuing. The GO15VENDOREXPERIMENT env var simply opts into the Go 1.5 Vendor Experiment.