Marta, I'll give some examples. Maybe that'll help.
Oh, I've gone and made a mess.
Gah - I've gone and done it again!
I've gone and got myself a good old-fashioned job.
But now I've gone and thrown it all away.
I've gone and deleted Windows Installer and I want it back.
Okay, so now I've gone and hurt my back.
I've Gone And Made Another Blog
So now I've gone and got myself all over excited.
~ "Gone and ..." is informal language (as indicated by "Oh, Gah, Okay, So now").
~ Often, it's said after you've done something you regret (
tom de chatice)
~ It can be a way to hint in an amusing, self-deprecating manner that you're not in control of your life, that you can't help doing the things you do.
~~ And sometimes, it's just a casual, regional way of talking (--> "job, blog" examples).