The most common and most likely answer to this crossword clue is the 4 letter word WEND
I've seen this crossword clue in The Times
W
E
N
D
More clues leading to the result WEND
Buddy explains!

The straight part
We know that "Go" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case go = wend.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does WEND mean?
WEND noun- A large extent of ground; a perambulation; a circuit.
- To turn; change.
- To direct (one's way or course); pursue one's way; proceed upon some course or way.
- To turn; make a turn; go round; veer.
- To pass away; disappear; depart; vanish.