"go" and "jego" are options for a translation of "him".

For showing possession, "his" = "jego", and luckily it is the same in every grammatical case. Just like "her" = "jej" and "their" = "ich".

"wiedzieć" is 'to have some knowledge'

"znać" is 'to be acquainted, familiar with something'

So mostly (although that's still simplifying), "wiedzieć" will be "to know, that X", "to know about X", etc. - while "znać" simply "to know X".

Psa is accusative here. My understanding is that animate masculine nouns have an accusative that matches their genitive, at least in the singular. This seems to also be true for masculine fruits and vegetables, such as tomatoes (pomidor in the nominative, pomidora in the accusative).

I thought that would work as well Zoli,I don't know why it doesnt......

It sounds quite unnatural, like Joda is speaking)