If you're in a meeting or a conversation and you want to say something, you might say "Can I add something?" The reply might be "Of course. Go on" or "Of course. Go ahead".
However, if you're giving directions to someone, you might say "When you get to the traffic lights, go [straight] ahead for 200 metres".
These are just examples. The context would probably be important so if you can give an example sentence in which you want to use the phrase, then it may be that the advice would be one or the other, or both.