A riddle about sago pudding is:
 
Q: How do you start a pudding race?
A: Sago (say go).
 
The “sago”/“say go” pun has been cited in print since at least 1978.
     
“How do you start a rice pudding race?”/“Sago” is another form of the joke. Sago pudding is not a rice pudding, but this has sometimes become part of the riddle.
    . 
       
Wikipedia: Sago
Sago /ˈseɪɡoʊ/ is a starch extracted from the spongy centre, or pith, of various tropical palm stems, especially that of Metroxylon sagu. It is a major staple food for the lowland peoples of New Guinea and the Moluccas, where it is called saksak, rabia and sagu. The largest supply of sago comes from Southeast Asia, particularly Indonesia and Malaysia. Large quantities of sago are sent to Europe and North America for cooking purposes. It is traditionally cooked and eaten in various forms, such as rolled into balls, mixed with boiling water to form a glue-like paste (papeda), or as a pancake. Sago is often produced commercially in the form of “pearls” (small rounded starch aggregates, partly gelatinized by heating). Sago pearls can be boiled with water or milk and sugar to make a sweet sago pudding. Sago pearls are similar in appearance as the pearled starches of other origin, e.g. cassava starch (tapioca) and potato starch, and they may be used interchangeably in some dishes.
 
Wikipedia: Sago pudding
Sago pudding is a sweet pudding made by boiling sago with either water or milk and adding sugar and sometimes additional flavourings. It is made in many cultures with varying styles, and may be produced in a variety of ways.
         
Google Books
The Crack-a-Joke Book
Harmondsworth, UK: Penguin Books
1978  
Pg. 149:
How do you start a pudding race?
Say go.
     
Google Books
The Ha Ha Bonk Book
By Janet Ahlberg
London, UK: Puffin Books
1982
Pg. ?:
How do you start a pudding race?
Sago!
 
Google Groups: vmsnet.networks.desktop.pathworks
Ethernet address for DE201
.(JavaScript must be enabled to view this email address)
3/9/92
(...)
Ashley Parish     .(JavaScript must be enabled to view this email address)      Beckman Intruments, Brea Ca.
how do you start a pudding race? say go.
 
Google Groups: alt.fan.pratchett
Orangutan T Shirt Wotsit
Decay
12/9/93
(...)
Dave Kirby         Tandem Computers Inc.
Q: How do you start a pudding race?
A: Sago.
 
Google Groups: rec.humor
How do you start…
David Bridges
10/3/97
(...)
How do you start a pudding race?
Sago.
 
4 October 1997, The Daily Telegraph (London, UK), “The Arts: The Force reinforced Videos” by Marc Lee, pg. 9:
“How do you start a pudding race? Sago.”
     
22 October 1998, The Sun (London, UK), “Sun Fun,” pg. 37:
HOW do you start a pudding race? Sago.
     
28 April 2001, Evening Mail (Birmingham, UK), “It’s a joke!,” pg. 36:
How do you start a pudding race? Sago!
     
Google Books
Penguin Pocket Jokes
By David Pickering
London, UK: Penguin Books
2006
Pg. ?:
How do you start a pudding race?
Say go.
 
Daily Mail (London, UK)
Salards - the quick way to put on weight: CRAIG BROWN presents the latest instalment from his Dictionary of New Words
By Craig Brown for the Daily Mail
PUBLISHED: 20:58 EST, 31 January 2018 | UPDATED: 20:59 EST, 31 January 2018
(...)
Saygo: The best way to start a pudding race.
 
Twitter
Jeff.Richardson‏
@gazzathedog
Replying to @DadJokeMan
My Dad’s second favourite joke.
How do you start a pudding race?
Say go.
1:28 PM - 12 Feb 2018