Πάει is from πάω, which means πηγαίνω! :D They are used interchangeably and have other common tenses, e.g. πήγα = I went.
Thanks! Little by little, I'm getting a clearer picture of the different verb forms and how they're used.
Present both πηγαίνω (which gives the continuous stem πηγαιν-) and πάω (which gives the indefinite/aóristos) stem πα-)
past I went: πήγαινα (continuous), πήγα (aóristos)
future/ conditionalis θα/να πηγαίνω (continuous) θα/να πάω (aóristos)