"I go wherever I want."
Translation:Πηγαίνω όπου θέλω.
Ayk -They talk of going, and as my dictionary explains, can also be utilised when the proponent tells others he is going off. Nowhere it tells us that the contexts of each words differ. In my opinion, perhaps it is apt in the present indicative active to translate «πηγαίνω» as "I'm going", and for «πάω», "I go".
AykAleksanyan - No problem. I'll keep on expanding the knowledge with you though. In an instance where the proponent wants to order somebody to get out of there rudely, they say «Πήγαινε από δω!». However, that is not utilised to express disbelief. I think more meanings to express 'going' are on this Wiktionary page with examples -- see what you think: https://en.wiktionary.org/wiki/%CF%80%CE%AC%CF%89#Greek