Where did you find that photo? What application was it for? I've never seen anyone use a Go Pro with a mic. Go Pro's are mainly used for that angle you can't get with another or main camera and hence you'll be recording audio on another device.
Does the Go Pro have audio controls, because that's what I'd worry about with plugging an external mic into one?
Every mic has a different output level and every shooting situation will require you to adjust the levels.
Most people I know use a separate device (like the Zoom/Edirol/Tascam) recorders and only use the camera audio to sync up the proper recording in post.
I guess the question is, why do you want to just use a Go Pro?