TicTacToe game in C#
If you want to be completely safe, I would also check the 'choice' to make sure that it was not a negative number.

Goto's should be avoided. You can easily refactor your code to use a while loop and break.

In your function GameResult(), I would use a switch statement instead of the if chain.

I am also thinking that CheckWin() might be a bit too cumbersome with all of the if statements and the checking of the individual cells. I might keep a "shadow board" behind the scenes, where a cell is 1 if it is an X and -1 if it is an O. Some simple addition and a test to see if the Math.Abs(sum) == 3 is an easy way to test for a win. For example:

if (Math.Abs(board[1] + board[2] + board[3]) == 3)
  result = Result.Win;


You can even refactor what I wrote above by keeping a list of the triplets to check.

Good luck with your studies of C#.