"Go West" has endured for (at the time of writing) over twenty years as a gay
anthem. It is a song of great celebration and positivity, and is loved by millions of people across the world.
The song was written by the great disco songwriter/producer team of Jacques Morali & Henri Belolo (who were the creative force behind The Village People), & Victor Willis(the member of The Village People who played the policeman).
The obvious subtext of the lyric is as an exhortation to travel to California, or at least the "California of your heart".
The song has been recorded by several artists, most notably The Village People (the original), and the Pet Shop Boys