... and as for the meaning, 'Don't go there' can mean two basic things - the obvious physical meaning ('Rwanda is dangerous. Don't go there'), and the metaphorical meaning 'Don't discuss that'. In this second meaning, it often takes an understated form without the imperative - 'Believe me, you don't want to go there!'
The idea of using 'go' to mean 'pursue a line of argument' is not uncommon. It's often used in court-room dramas - 'Where is the Prosecution going with this line of questioning?'