'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."