Correct me if I'm wrong, but 'kjempe' just adds 'very' to the meaning. 'For langt' betyr 'too far' eller 'too long'.
'Kjempelangt' is extremely far. It's a degree more than 'veldig langt', or at least has been given more emphasis.
'For lengt' means too far. That could mean it's impossible, or just too far for the time available, or physically too much.
'å gå' can mean 'to go', but in this context, it means 'to walk'. When 'å gå' means 'to go' without meaning 'walk', it is usually a thing, like a clock or a machine, where it equates to working or running, for example, 'Det trenger batterier å gå'. When talking about people or distance, it means 'to walk'. I expect there are circumstances where someone could translate it as 'to go', but the walking would have to be implied by other means.
Well the "to go" part wasn't what was making the sentence marked wrong, because I'm pretty sure "that is very far to go" or something like that was suggested. I think the "there is a" was what the problem was, but I don't see how.