'I'm going to go' is a euphemism for 'I don't like you anymore' e.g., you have terrible friends.
This may be caused by horrible taste in video games, or even a break-up.
Friend: "Wanna play some Minecraft?"
You: "I'm going to go..."
Friend: "Why?"
You: "I just gotta go. Something came up. Sorry."
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Self explanatory.
If you don't like rap music, then get the fuck off my definition and get your bitch-ass to suburbandictionary.com
It is a song that you should know.
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