It's just a word, naked of any context. To try to compare it to the other languages I see you've been studying, it's like "ir" or "gehen" – unconjugated, those also means "go", but without being inflected they are not commands, not even declarative expressions of the verb.
The comparison is a bit dicey, because Hawaiian is not an Indo-European language, so it would be incorrect to talk about the linguistic concept of an "infinitive" of the verb.
so "go" = hele but "Go!" = E hele!
I hope that makes sense.
In English, the word "go" could be used in a sentence that is not a command, like this: "I go to the store." In Hawaiian this could be translated as "Hele au i ka hale kūʻai." I get it though. The word "go" by itself in English can be understood as a command. If Duolingo gives you "Go" as the prompt, then "E hele" should also be accepted as an answer. With the two examples, "hele" and "E hele!", we are just trying to emphasize that, in Hawaiian, an "e" usually comes before the verb in a command.
Hey guys, this is just an educated guess. I'm a te reo Māori speaker from New Zealand and these languages are quite related. If the rules are the same, the 'e' might only be necessary if the word is two short vowels or fewer. As far as I could tell this looks like two short vowels, but it likely comes from the same root word as Māori's 'haere' which had 3 vowels in total. Maybe hele used to have a long vowel or an extra vowel and the 'e' omitted because of this. Again, not sure as I could be overthinking it, but maybe an admin could confirm. I mean, it could honestly be a vocabulary entry as well haha.