Shouldn't this word be introduced in the lesson before this?
Yes, it should have been, it's on our 'todo' list when we re-edit the course for after it comes out of beta.
I just saying "go" wrong?
For this course, yes, because it sounds like a command ("Go!"), which is a different form of that verb in Welsh.
So the verbnouns expect translations such as either "to go" or "going".