This is played with two people, alternating lines. The aim is to lure the second person into saying the last line!

I am a Gold Lock - English Children's Songs - England - Mama Lisa's World: Children's Songs and Rhymes from Around the World  - Intro Image

Notes

Here's a variation from The Real Mother Goose (1916), illustrated by Blanche Fisher Wright:

"I am a gold lock."
"I am a gold key."
"I am a silver lock."
"I am a silver key."
"I am a brass lock."
"I am a brass key."
"I am a lead lock."
"I am a lead key."
"I am a don lock."
"I am a don key!"

I am a Gold Lock - English Children's Songs - England - Mama Lisa's World: Children's Songs and Rhymes from Around the World  - Comment After Song Image

Thanks and Acknowledgements

This rhyme can be found in The Nursery Rhyme Book, edited by Andrew Lang and illustrated by L. Leslie Brooke (1897).

Thanks to Gracie Gralike for the wonderful illustration!

The 2nd illustration is from The Little Mother Goose (1912), illustrated by Jessie Willcox Smith.