I never heard the story that these two topics might have been inspired by Go. We used to play Phutball on a Go board.
The label "surreal" is due to Knuth, I think. In Conway's ONAG there is no mention of Go that I can see. Also Winning Ways is not about Go. But Berlekamp-Wolfe's Mathematical Go is.
Here is a quote from a biography of Conway (on which he heavily collaborated):
"... Conway was making himself blind, exploring his Game of Life. And this was
after inventing and investigating the game by cruder means, by hand with a Go board and stone counters."
On surreal numbers:
"Conway wasn't looking to create or discover new numbers. He was trying to analyse games such as Go, trying to classify the moves available to each player."
More generally:
"A formidably ranked amateur Go player, Berlekamp found endgame positions that posed interesting problems and mastered the solutions by deploying and developing Conway's partizan theory."
I'm not sure, but I think the term Monster used by go researchers for weird positions in go theory was also inspired by Conway's term for the Monster Group (I believe he invented the term though not the theory thereof).
When I first started playing go, the London Go Centre was set up and acted as a magnet for all the go players from the Cambridge mathematics departments, with many other mathematicians as hangers-on. Many are still closely involved with go even today. Several were obsessed with Conway and it was rare when there was a side conversation going on among these people that didn't involve one of Conway's games or puzzles (apart from Life there was Sprouts, as I recall). Most of these people knew Conway only by reputation but Jon Diamond and Charles Matthews did doctorates there and knew him personally. There is a record of Conway watching Diamond play Paul Prescott (another Cambridge mathematician) in a British Championship game there. Matthews joined the staff at Cambridge and probably also came across Conway at Princeton. It always intrigued me that these two seemed much cooler in their assessment of Conway than the undergraduates, but he was not much of a go player anyway. It is not even certain that he ever actually played a game, though a go board and stones were part of his daily paraphernalia.
From what I read on the wikipedia page for "surreal numbers", Conway was simply calling them "numbers"

No. Conway was very emphatic that his term was Numbers - the majuscule was vital. But that invites confusion and he was delighted when Donald Knuth came up with the term "surreal numbers", for that and other excellent reasons.
I'm no numbers man myself, but because of that early frisson around Conway's name from London Go Centre days I've often taken an interest in his doings. And I think I may have detected one other possible (indirect) connection of his with go. It intrigued me why AlphaGo morphed into Master. Well (this is just me speculating), Conway used a verse from the "Rubayat of Omar Khayyam" as an epigraph in ONAG. Bear in mind that Demis Hassibis was also a Cambridge man (taught go by Charles Matthews, no less), and initially worked on his go project there. I think we can safely assume he is familiar with ONAG. Remembering that Alif is (as Conway himself pointed out) the first letter of the Arabic alphabet, i.e. the same as Aleph or Alpha, consider the verse in question:
A Hair, they say, divides the False from True;
Yes; and a single Alif were the clue,
Could you but find it - to the Treasure-house,
And peradventure to The Master too!