"Go and" + verb is an informal alternative to the standard "go to" + verb. It's very similar to "try and" instead of "try to." There is a difference in usage between the two verbs, however.
"Try and" can be used only with the base form of the following verb (" Please try AND MAKE a little less noise" but not *He tried AND MADE me believe he was serious about dating me"). The correct form is "He tried TO MAKE me believe he was serious...."
"Go and" can be used with a following verb in the simple tenses and the perfects:
--We went AND SAW "The Passion" last night
--I went AND VISITED my friend in the hospital last week
but you have to be careful: it can also have a derogatory connotation:
--My roommate went AND ERASED my hard disk! What am I going to do?
--You'VE GONE AND SPOILED my experiment again! Now I have to do it over!
In American English, it's very common to use the base form of the following verb without either "to" or "and":
--There's a lot of noise outside. GO SEE what's happening
--I have to GO TALK to my advisor tomorrow
In academic usage, it's better to use "go to" + base form, but in informal conversation, it's very common to hear "go and" + base form.