In humans (and many other creatures as well), pain is tied very strongly with survival instincts, and with learning. If a baby (or a lab rat) touches something hot, that experience is burned into their memory because of the association with pain. Without pain to warn of danger, children would be prone to damaging or even destroying themselves. Young Golems would have to be protected to be able to survive long enough to learn how not to damage themselves, since pain would not be their tutor.
Cleanliness is a part of this, as well. Humans have learned that dirty things can hold disease; without disease, there isn't any reason to wash your hands, bathe, or otherwise clean yourself up. Without the pain of illness, Golems wouldn't see the point in cleaning themselves until their sight is obscured or they can otherwise no longer function.
Survival is the basis for most of human society; humans working together have a much greater chance of living another year than humans working separately. Without death by exposure or starvation to band together a race, there is a large chance that the Golems will be solitary, rather than building societies. Without society, laws, culture, customs, and so on would only rarely be formed.
War and Crime
War is often a product of survival; one people group wants what another people group has, to ensure that they are stronger and thus have a higher chance of survival, so they go to war. Without any basic needs, there are very few reasons for a Golem to go to war, outside of facing total destruction. Similarly, crime can be a result of a survival need. Needing food (or other artificial needs, like drugs) can cause normally upstanding citizens to do terrible things, but without ever having those needs, those crimes would be nonexistent.
Crime can also be a result of thrill-seeking: doing something dangerous or forbidden for an adrenaline high, or other pleasure. A race without pain would have no need for adrenaline, and thus thrill seeking behavior would never surface; the only drive for crime would be some sort of drugs, and then only if they existed. The Golems would probably not invent drugs themselves, and even if they did, the drugs would probably be freely available.
Even the richest people feel pain, to some degree or another. Comfort is dictated by feeling the least amount of pain possible. It may not hurt much to stand up and get the TV remote, but it does cause a tiny amount of pain. Without pain to provide a contrast, comfort would have no meaning to a Golem. Why buy a plush chair, when a cheap box provides the same amount of support? Why invest in an expensive vehicle, when you can walk to work?
Humans are influenced by time quite a bit. Due to sleep needs, a 24-hour day makes perfect sense. Because of metabolisms, meals happen at regular intervals throughout the day. Due to changing seasons, summer and winter clothing are exchanged, and festivals take place to mark time passing. As years pass, children age into adults, adults become elderly, and the elderly die. We've invented many sayings about time - time is fleeting, time flies, time is money. If we don't do anything for a long period of time, we get bored.
However, without the need for sleep, or food, or even changing clothing, there is little difference between night and day apart from the amount of light. Seasons hold very little meaning; even planting seasons don't matter, since there is no reason to plant anything. Golems wouldn't get sick or feel overworked from working a 24-hour day. They wouldn't get bored, because not doing anything doesn't impact them at all. Since Golems don't age, they would never worry about the future; this year will be much like next year.
So what would motivate a Golem? Without the most basic human survival instincts, the Golems would be dramatically different from humans, and indeed most creatures. Without a need to sleep, eat, or worry about their own survival, time would have very little meaning to them; apart from the sun providing light, day and night would be exactly the same, and since they will live forever, barring destruction, they won't care if something takes a long time. Days and weeks take just as long as years or decades. Even family would hold no meaning, since they are created, rather than birthed. Golems won't form emotional bonds well, if at all, since there is no reason to do so.
Instead, Golems would be motivated by internal desires. They would be very single-minded, working on tasks non-stop for eons, if need be. They would most likely take pleasure in creating things, as they themselves were created; however, they would view everything around them as temporary. They would be able to follow human laws, but they wouldn't understand why they existed. Golem law would consist of one rule: Do Not Destroy. Since that's the only way Golems could be damaged, it stands to reason it would be very important. Much of human desire would be foreign to them, especially the need for urgency. To humans, they would seem slow, inefficient, and even stupid or lazy, and no amount of leverage could make them move faster or change course. To Golems, humans would be completely transient; why even bother learning someone's name, if they're going to be dead in the next hundred years?
If they were created with built-in motivation, they will likely continue to follow that motivation. Otherwise, they will find something that interests them, and follow that path for eons.