It means "to go to" someplace, in the general sense, where you're not using a verb that mentions specifically how you got there, by driving or walking or flying perhaps.
I'm going to the bank. "Yo voy al banco." I want to go to Venezuela. "Yo quiero ir a Venezuela." I'm going home. "Yo voy a casa."
I do, but watch some Spanish movies on "Netflix" and you'll see how fast they speak. It seems like the women speak even faster. I have the subtitles on and have improved at comprehension over the last three years.
I used to drive a van. I drove some Japanese men around and they told me I talked too fast for them to understand, but in English. When you've been around it all of your life you fill in a lot of the stuff you might not hear clearly.