"Go" uses the verb "ir" and "come" uses the verb "venir." Something different in the Spanish language (from English) is that everything is spoken from the first person.
For instance, in Spanish you wouldn't say, "I wonder if she's coming to the party" unless you were at the party. You would say "I wonder if she's going to the party."
I don't know if that helped, but you can always write questions on my wall if you want! I'll do my best to answer :)
The English sentence is 'I am going to...', which is using the verb 'to go' rather than the verb 'to be'. The use of the verb 'to be' with another verb forms the present continuous tense. In this case, 'I am going to....' is used to speak about something that is going to happen in the future. In Spanish, the simple present is used, 'Voy a...'.