Hello Mehrshad,
Welcome to Microsoft Community.
The "S mode" in the screenshot refers to a system mode of Windows. Windows in S mode is a specific version of Windows that has been simplified to improve security and performance while still providing a familiar Windows experience.
For added security, it only allows apps provided by the Microsoft Store to be installed and requires secure browsing with Microsoft Edge. If you want to have a more comprehensive understanding of Mode S, you can find the corresponding introduction information here:
Windows 10 and Windows 11 in S mode FAQ - Microsoft Support
There have been three generations of Surface Laptop Go releases, but I can recall only the first generation of Surface Laptop Go being released with Windows 10 Home Edition in S mode preinstalled for consmuer customers. So obviously your device should be in S mode when it leaves the factory. However, S mode can be exited by the following process:
Switching out of S mode in Windows - Microsoft Support
The benefit is that you can install any application from a third party without restrictions, but because of this, the security is somewhat reduced.
However, it seems that you are unfamiliar with “S mode”, if you want to confirm whether your device is in S mode, right click on the start menu--Run, type winver, and then click OK, you can directly confirm the system version information. If you don't see the word “S Mode”, it means your device should be out of S Mode. And if you need to download the Surface recovery image to create a Surface recovery drive now, then the system will re-enter S mode after the restore is completed.
Are there any other questions about this?
Best Regards,
Mitchell | Microsoft Community Support Specialist