(1)证明:
$\because$四边形$ABCD$为菱形,
$\therefore OB = OD,$$AB// CD.$
$\because$点$E$为$AD$的中点,$\therefore OE$为$\triangle ABD$的中位线.
$\therefore OE// AB,$$\therefore OE// GF.$
$\because OG// EF,$$\therefore$四边形$OEFG$为平行四边形.
$\because EF\perp CD,$$\therefore \angle EFG = 90^{\circ}.$
$\therefore$四边形$OEFG$是矩形.
(2)解:
$\because$四边形$ABCD$是菱形,
$\therefore AB = AD = CD = 10,$$OB = OD,$$AC\perp BD.$
$\because$点$E$为$AD$的中点,$AD = 10,$
$\therefore DE = AE = OE=\frac{1}{2}AD = 5.$
由
(1)可知,四边形$OEFG$是矩形,
$\therefore \angle EFG=\angle DFE = 90^{\circ},$$FG = OE = 5.$
$\therefore DF=\sqrt{DE^{2}-EF^{2}}=\sqrt{5^{2}-3^{2}}=\sqrt{25 - 9}=\sqrt{16}=4.$
$\therefore CG = CD - GF - FD = 10 - 5 - 4 = 1.$