"Tell me, where did you go?"
Translation:Скажи, куда ты ходила?
Location, direction to and direction from somewhere are expressed differently in Russian.
PLACE: тут/здесь (here), там (there), где (where?) DIRECTION TO: сюда (herr), ТУДА (there), КУДА (where to?) DIRECTION FROM: отсюда (from here), оттуда (from there), откуда (where from?)
As you can see, куда is a question word, which also doubles as a conjunction to make a subordinate sentence:.
That would translate as something like "Tell me, in what area were you walking?" I.e. you're not asking for the destination, you're asking for the location of the person while they were in transit. So in the first place you need to use куда (to where?) instead of где (in what location?). Secondly, шёл is unidirectional -- take this with a grain of salt because I'm not sure, but I think куда ты шёл would still mean something like "what was your destination?"/"where were you going?", whereas куда ты ходил means "where have you been?"/"where did you go?"
As far as I'm aware, verbs of motion have multiple perfective forms that denote direction etc. e.g. приходил "arrived" and уходил "left". Use of the imperfective ходила here is the "neutral" form denoting an entire journey, taking some length of time. If you meant why the multidirectional ходила rather than the unidirectional шла, it's because you're talking about a return trip. Где ты шла? sounds more like "Where were you heading to?"