Do what one pleases, especially differing from what others are doing, as in You go your way and I'll go mine, or He always insisted on going his own way. This expression, dating from about 1400, originally alluded to moving on in a particular direction. It can still do so, as in The delivery truck went on its way. By the late 1500s it was also being used figuratively.
Proceed according to one's plans or wishes, as in Let's hope things will go my way this time. Applied to both events and people's actions, this thought is often expressed aseverything's going one's way or going my way. For example, With her husband in charge, everything's going her way, or I trust you'll be going my way when we vote on this issue.