Yes, anything that cannot be exported from the U.S. or imported into your country cannot be purchased and shipped through GoSend. For a country by country list of prohibited items, visit the USPS website.
Here are some quick tips on what you should avoid:
Guns and other weapons cannot be shipped or imported
Live animals cannot be shipped (cuddly or otherwise)
Nail polish cannot be shipped internationally
Perfumes larger than sample size usually cannot be shipped internationally (because of its alcohol content). Perfumes or fragrance mists without alcohol content can be shipped.
Other products containing alcohol cannot be shipped internationally
Perishable food items cannot be shipped internationally. For more information on what qualifies as perishable, check out the USPS website.