Problem #1: Too dense
Pavers (bricks used to make a road) sink into the underlying soil much more easily that large contagious slabs of concrete or asphalt. This means that you need to make sure that the density of your pavers is not so high that they sink into the underlying material, otherwise every time you get a heavy rain, the bricks will displace a bit of the underlying mud on top of the road. For this reason pavers are normally made using low density aggregates. Your average paver has a density between 1.6 to 2.4 g/cm^3 whereas your average subsoil which you would lay a brick road on has an average density of 1.6 to 2.0 g/cm^3.
So, going a bit above the density of the subsoil is fine, but gold has a density of 19.3 g/cm^3. So each gold brick will weigh as much as 10 paver bricks stacked up on top of eachother meaning your road will sink 10 times as fast making it a maintenance nightmare. This problem gets much worse if you are in a hilly or wet environment. A gold brick road built over a hill is far more likely to want to slide down hill, Earthworks designed to make level terrain for a road will need to be built wider and or be better reinforced, and bridges will be harder to construct using such a heavy material.
Instead of gold bricks, I would suggest gold tiles. Lay down a large solid slab of concrete, (because it give subsoil fewer places to rise though) and then tile the gold tiles on top because being thinner will reduce the surface pressure. It will still give you the impression of a gold brick road, but without all of the mechanical shortcomings that will cause it to sink and become untraversable.
Problem #2: Too much scrap valuable
I'm not saying your road is too valuable to be made... I'm sure someone can afford it. I'm saying it is too valuable to keep in good repair. A standard 10x20cm paver is going to contain about 19kg of gold which is worth about much as the average person will make in their entire lifetime; so, to simply leave a bunch of these things lying around on the ground for anyone to take is going to be too tempting to keep people from stealing them. If you assume your gold brick road is actually worth anywhere near as much in your world as it is in ours, your bricks will go missing so often that it will be a nightmare to keep replacing them... and if your road always has a bunch of missing bricks, it's not going to be good to walk on.
If they are not worth enough to be worth stealing, then it's not really a display of opulence to make a road out of them.
If you really want to make an opulent road that is worth a lot, but not worth breaking into pieces to sell off, you need to either build it in a perfect utopia where everyone is so moral that they choose to not vandalize it or you need to make it so that it's value only exists as its whole, not the sum of its parts. For this I would recommend making a mosaic road where it is not the tiles themselves that are worth a fortune, but the artwork that they create. So the bricks may just be glass tiles with a faux gold leaf backing, but they are so masterfully laid that they create beautiful images making the whole road a priceless piece of fine art.
But IF you could maintain it, gold is a perfectly fine material to walk on
There are only 2 properties worth noting when deciding if a material will make a suitable surface to walk on: Yield Strength and Traction.
A few other answers have said that the low hardness of gold means it will wear out over time, but that is not actually a major concern because gold is so ductile. Yes, it will scratch easily, but when gold scratches it deforms, it does not break up and erode. Having bricks that slowly get scuff marks over time will not make it a bad surface to walk on, but sinking into it will which is why you need to actually look at its yield strength, not its hardness.
At about 2.5 tons per square inch for solid gold or 7-13 tons per square inch for common gold alloys, gold bricks are more than capable of supporting your weight without squishing. So while it is soft enough to easily scratch with a pointy tool, under the strain of something the size of a human foot, it would take many tons of weight to actually squish a gold brick.
Also, gold is not a particularly slippery material, even when polished smooth. Like most inert metals, it does not form the oxide coating that tends to cause reactive metals to self lubricate. Furthermore, it is hydrophobic meaning that it also will not become slippery when wet like many kinds of non-porous tiles do.