When someone tells you to go fuck yourself, they are encouraging you to shove your penis up your own asshole by bending it backwards. Or, if you're a female, to grab the nearest phallic object(s) and penetrate your orifices repeatedly. The connotation is that you'll probably enjoy it and will stop annoying everyone.
Broke Ass: "Hey man, can I have one of your beers out of the fridge?"
Working Man: "Go fuck yourself."