"To" is a preposition(介系詞,前置詞)or an adverb(副詞)
A preposition links nouns, pronouns and phrases to other words in a sentence while an adverb can modify a verb, an adjective, another adverb, a phrase, or a clause.
For example
The road leads to my home
In this sentence, to is a preposition. It works as a linkage to show the relationship between the road and my home.
Another example
The girl came to after a while
In the second sentence, to is an adverb to modify came but it is actually not a must.
Yes, you must add to behind go.
For example
Go to the bedroom now!
Go to get the mail as soon as possible.