In english, "on the go" is a phrase that can mean "in a hurry/ I'm busy" or, sometimes, can literally mean " I'm going/leaving now". For example, if I need to drive around town to do several tasks and my friends ask me what I'm doing, I'd say "I have a lot to do, so I'm on the go". Or if I quickly stopped by my friends house on the way to somewhere else, I'd say "I'd love to stay but I'm on the go!" Its not a very common phrase, at least not where I'm from (Washington, USA) but its normal to hear. I more commonly hear people say "I'm in a hurry" or "I have to go (soon)" Hopefully this helps!

On the go has several meanings. The most common usage means to do something while you are busy doing something else. For example, I had so much work today that I had to eat my lunch on the go. See definition #2 https://www.macmillandictionary.com/us/dictionary/american/on-the-go