CSGO, to be read as CS:GO or Counter-Strike: Global Offensive and Tencent's PUBG or PlayerUnknown's Battlegrounds are two games of different genres and comparing their gameplay isn't a direct match.
The reason I have said so is that PUBG is a Battle Royale game that involves survival, exploration, and scavenging whereas CS:GO is basically a 5v5 multiplayer first-person shooter game. However, as you are interested to know its gameplay difference I would like to list down a few for your information.
Counter-Strike: Global Offensive gameplay involves two teams that are tagged as Terrorists and Counter-Terrorists and they compete with each other. It is basically an objective based gameplay where each team tries to complete tasks such as holding or securing a location or rescuing a hostage etc.
PUGBG, on the other hand, is played with 100 players who are airdropped from an aircraft to a small map and each team comprising of either Solo, Duo or a Squad of 4 players have to survive till the end. During the gameplay, they can drive vehicles, enter houses and collect different types of equipment to fight their opponents etc.
Playing either of the two games will depend on which you will prefer and enjoy. I actually like playing both of them and it is difficult to compare them due to the fact that they are quite different. Or in other words, I can say that for casual playing to enjoy the moment you can try PUBG while CS:GO is more competitive and serious gamers will definitely love it. However, this is my opinion and it may differ with most people.