What's wrong with applying the style when you type the text each time?
You could probably add a GREP style to the paragraph style to apply the character style automatically. Based on what you posted above the query string would be:
go to section \d+
If you have other formatting, though, one expression may not do it (and the one above certainly will not work with other strings).
If you were a bit more specific in your request, I think we could come up with better advice for you. John's seemingly less-than-helpful suggestion is, I think, actually the best solution if you are keying your text directly into ID. But we don't know how your magazine is being written (Word content placed correctly with File -> Place? copied and pasted from web browser? Google Docs? database?), so it's hard to make appropriate suggestions. If you're keying it in manually every time, do you have enough control over the people doing the keying so they type the same "go to section ###" everytime? Is there any chance that they'll say "please see section ###" instead? If so, and if it's easier to trust 'em to type it the same way everytime than it is to trust 'em to apply a character style, then maybe a GREP style is the way to go.
If they are already set up as links in ID, then you can shift-select them all in the Hyperlinks panel and choose "Hyperlink Options" and associate 'em all with a character style in one go. This is completely obvious to me but once again we don't really know what it's like on your side.