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To mention or discuss a potentially scandalous, sensitive, or otherwise complicated topic. Often used in the negative. Steve: "I heard you once had a crazy party with a bunch of the Hollywood A-listers—what was that like?" John: "Don't go there, Steve, that was a crazy night best left to the imagination!" I can't believe he went there and asked Eva about her divorce in the middle of the dinner party!
to begin a discussion of something; to take up a certain topic. (Similar to go into something. Often in the negative. This has nothing to do with traveling or going to a place.) A: How are things going at your place of business? B: Please! I don't want to go there. We don't have time to discuss your health problems, so let's not go there.
go thererefer to that particular (potentially embarrassing) subject. Usually used in the negative.
2004 Adam Roberts The Amateur Gourmet I, too, had a bad experience at Agnes and Muriel's (food poisoning from the pot roast, but let's not go there).