If you are on the go, you are always moving. This can be literal, as in someone who travels a lot or who moves from one place to another frequently. This can also be figurative, as in someone who has a lot of work and is very busy trying to keep up with it all. "He's really on the go!" you would say if you saw someone working really hard.
Do what ever you want to do.
it means go to sleep
It means to go faster
it means to take a chance or risk
This is not an idiom. An idiom is an expression whose meaning cannot be deduced from its elements. To go through fire and water for someone is easily understood to mean to make a special effort and to undergo difficulties for that person's sake.
A person needs to lose weight.
It means that there is not enough for everyone. It's insufficient.
It means that someone is totally surprised. They have no idea what to do or where to go, the are standing there.
"Have at it" means "give it a try". Another similar colloquialism or idiom would be, "Go ahead, knock yourself out", or "Go for it".
It's a boating phrase. Overboard means to go over the board, which is part of the boat. If you go overboard on a boat, you fall out into the water. As an idiom, it has come to mean doing so much that it seems excessive.
It is not an idiom, it means your nose is itching.
It's not really an idiom. It means "what are you thinking about."