"Meine Familie geht jedes Jahr nach Italien."
Hope they live close to the border. LoL In German you would use the correct verb, like fahren, fliegen, because it is unlikely that the whole family walks, and this every year. (I don't want to be part of that family)
"Meine Familie geht nach ..." is more associated with migrating (auswandern) and that doesn't make sense either, why would you migrate every year? Still wondering where these texts are coming from? Just saying.