"Мені треба іти."
Translation:I need to go.
Yes, it's better to use «йти» here. This course seems to ignore the і/й and у/в alterations altogether.
Ukrainian pronouns and nouns have several forms called cases:
- Nominative case: я = I, ти = you,
- Accusative case: мене = me, тебе = you,
- Dative case: мені = to me, тобі = to you.
Literally, мені треба іти translates as ‘to me, it_is_neccessary to_go’.
You can use forms with я and ти/ви but with different modal verb: Я мушу йти; Я повинен піти туди; Ти маєш піти звідси. However those words are not translated as "need". "Повинен" is "must", "Маєш" is "should", "Мушу" is closer to "have to". "Треба"/"Потрібно" is used only in passive voice sentences.