In chess you might play with weaker players by starting with less figures ... however, in Go the "handicap" system also includes komi ... which is not really possible with chess.
Actually the possibility of using handicap-stones and komi to compensate for strength difference on a larger scale (stones) or finer scale (komi) is one of the good points that drew me to Go (... not the major reason but it was a nice "add-on").

In shogi the handicaps teach a very different set of strategies than you use in a full game, which I believe to be markedly different than Go. For example, I know a large number of joseki as uwate giving 6 pieces as I play that handicap very regularly. There are a number of cases where I can win 3 of 3 with that handicap and lose 1-2 of 3 with a 5 piece handicap, if the other player knows that handicap very well. At 4 pieces, another very common handicap, would be a resounding victory against the same player. This seems counterintuitive coming from the handicap system in Go, I would suppose.