Both games are equally deep, or at least well past the point where trying to figure out which might be deeper would be an exercise in futility. I think I enjoy chess more, but that's for a variety of reasons, not all even related directly to the game itself. But I still think I understand what makes chess more attractive to the beginner. Or maybe that isn't even accurate, because go is probably the more attractive initially if you look at the basic concepts, but I think after a game or two the beginner is often left feeling bewildered, whereas with chess, though the beginner has to work harder to learn how to play, even after repeated failures it's easier to see just why one has lost. It takes much effort and study to overcome those hurdles, but at least you know where to start: with your weaknesses. With go, finding a good starting point in the learning process seems to me to be a fair bit more difficult. Which isn't a problem with the game, but likely a problem with many who give up on the learning experience too early.