In fact, it means exactly what it says:
GO: Go, get hence, vacate yrself from here. And instead:
FUCK: Fuck, shag, accost, effect carnal intercourse with:
YOURSELF: You, yourself, you.
Go. Fuck. Yourself.
AJ: yeah right, go fuck yourself.
COMEBACK: if your a male or female and an ugly opposite person of sex tells you to "go fuck yourself", you should reply :"I'd rather be fucking myself then fucking you". ahhaha
"Why don't you watch your mouth?"
"Why don't you go fuck yourself?"
Working Man: "Go fuck yourself."