To reach Oa, you must first complete Green Loontern's quest in The Watchtower to unlock the Moon Base. From here, you can build up several Lantern gates to reach the various planets.
Gold Brick #1
Oa is a planet full of racing challenges, both ground and air. The first one is right by the entrance, so hop into car and speed through the gates in time to earn a brick.
Gold Bricks #2-6
The next 5 racing challenges can be found all over the planet. Follow the road (and look to the skies for beacons) to find each one, and hit the checkpoints in time for more bricks.
Gold Bricks #7-12
There are also 6 flying challenges - also marked by beacons - on Oa. Hop into a flying vehicle and do the same as you did for the races, passing through each gate in time to earn bricks.
Gold Brick #13
Just like with the races, you can look to the beacons in the sky to find the remaining Gold Bricks. Under one is this gold lock. Melt it down with a laser character to reveal tech switch on the other side. Use a tech character to throw it and reveal brick outside.
Gold Brick #14
Under another beacon is a series of rocks along a giant wall. Bust up the crystal at the base of the wall for loose parts, build these into a tech panel, then use a tech character on it to extend some platforms from the wall. Hop up them and hit the levers and tech panels to eventually open a chest at the top holding another brick.
Gold Brick #15
Another beacon points to this gate and security camera. Use a stealth character to pull the lever it's guarding. Now look for an electrical panel behind a nearby crystal; bust through and drain it with an electric character. Finally, look for a large cracked panel you can smash through with a big character. Hit the switch underneath to open the laser gate and grab your hard earned brick.
Gold Brick #16
On top of the Lantern monument is a series of tiny tubes. Use the Atom to shrink down and enter. Hit the switches inside to kill the electrical gates and open the chest outside, revealing another Gold Brick.
Gold Brick #17
These glass crystals are found in another beacon. Shatter them with a sonar character to reveal a patch of dirt, then use a digging character to pull out some loose pieces. Build these into a turnstile, then turn it to open the tiny cave nearby - it contains a Gold Brick.