If you don't play some or all of the cards exiled with Golos's last ability, those cards remain in exile.

If a spell has in its mana cost, you must choose 0 as the value of X when casting it without paying its mana cost.

If you cast a card "without paying its mana cost," you can't choose to cast it for any alternative costs. You can, however, pay additional costs. If the card has any mandatory additional costs (such as that of Bone Splinters), you must pay those to cast the card.

Golos's last ability doesn't change when you can play the exiled cards. For example, if you exile a sorcery card, you can cast it only during your main phase when the stack is empty. If you exile a land card, you can play it only during your main phase and only if you have an available land play remaining.