The song was originally composed in instrumental form by Steve Howe, Chris Squire and Alan White during the Drama sessions before the band was introduced to Geoffrey Downes and Trevor Horn of The Buggles fame, who subsequently joined Yes in 1980.
Horn penned the lyrics for the song along with Squire, however, it wasn't included on the Drama. Another song which wasn't included on the album was a Downes/Horn composition "We Can Fly from Here". The band did, however, play the songs live on the tour for the album. A live version of "Go through This" is available on disc three of the box set The Word Is Live, released in 2005.
The song has a rock and roll rhythm, something quite different compared to the band's previous songs as all the material from the era (The Drama album). The lyrics are about how people used to live in their dreams and they can't do that any longer, and ask if they have to face those changes.
On the 2004 remaster of Drama an instrumental take of the song was released as a bonus track. The song is listed with a longer title, "Have We Really Got to Go Through This" and is credited to Steve Howe, Chris Squire and Alan White, while the live version on The Word Is Live credits only Steve Howe.