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Lindsey Buckingham wrote this as a message to Stevie Nicks. It describes their breakup, with the most obvious line being, "Packing up, shacking up is all you want to do." Stevie insisted she never shacked up with anyone when they were going out, and wanted Lindsey to take out the line. He refused.
Stevie Nicks told Q magazine June 2009: “It was certainly a message within a song. And not a very nice one at that.”

While the Rumours album was being recorded, the marriage of John and Christine McVie (both of them Mac members) was also coming to an end. With 2 couples breaking up during the sessions, recording could be quite tense. They were also doing lots of drugs at the sessions, making sure there was plenty of Behind The Music material.

This was the first single from the album, which became one of the best-selling of all time.

Fleetwood Mac is not known for their guitar solos, but Lindsey Buckingham's solo on this is one of his most notable. The live version on The Dance contains a much longer solo. (thanks, Don - San Jose, CA)

National Car Rental used this in commercials as part of an advertising campaign based on the title.

Comments:

Saw Lindsey Buckingham open for Tina Turner at Radio City many years back. As soon as he took the stage he said he didn't want to hear any requests for 'Go Your Own Way'. He ended his set with a two song Fleetwood Mac encore, 'I'm So Afraid' and 'Go Your Own Way', and really did up the lead guitar on both songs.
- Lester, New York City, NY

I love this song...but it must have sucked for Stevie to sing this song with Lindsey. Damn
- Elizabeth, Ithaca, NY

Amazing song.. It definitely makes you feel better after a break-up! We all make our own choices and follow our different roads, if a person comes along who wants to walk your road together, that's just... perfect! P.S. What the %&$#, how come the Americans have these strange names that you can't tell the sex of the person by knowing their name... That is so... GAY! Anyway, great song :)
- Mario, Thessaloniki, Greece

Has anyone figured out the timing at the very beginning of the song? For sure, Lindsey's electric guitar does not begin on the 1st downbeat. It seems to begin on the 2nd downbeat while the second acoustic guitar comes in on the 1st downbeat of the 3rd measure. Try counting it yourself. It's very weird. Can somebody explain this timing to me?
- george, Los Angeles, CA

I just watched the new show on CBS, Swingtown. The show is set in the mid 70's and the show has a pretty good soundtrack but... it's supposed to be the summer of 76 and everyone is at this party and Fleetwood Mac's song Go You're Own Way starts playing. I start thinking about it and this song is off of Rumours which didn't come out until 1977, right? Anyway I figger they should at least get the music right don't you? Max
- max, birmingham, AL

Tedious Toad is right, it's one of the songs that was in the movie "Forrest Gump", however, it was also one of the few songs in the movie that was not put on to the double CD soundtrack. Another song that was in that movie "Running on empty" by Jackson Brown. Both songs were used in the scene where Forrest is running across the country.
- Chuck, Houston, TX

The album was an incredible 9 months and 2 weeks at #1! Cheers, Gary
- Gary, Seattle, WA

Ahm yeah Stevie said that her songs were all positiv and that always tried to say that theres always a light in the end of the road... anddd Silver springs is the response for this song not dreams :/ and steviee is a NICKNAMEE! not her name :[ her name is Stephanie
- dessire, el cajon, CA

This song is amazing, it is a great break up song, my boyfriend just broke up with me and listening to this song makes me feel so much better.
- Nicole, Kenosha, WI

My favorite Fleetwood Mac song ever
- Andrew Horne, Richmond, VA

This is a great song to blast when one is in the middle of a break up.
- Spencer, Bronx, NY

Have just watched that 'Classic Albums' TV programmer that John (Fremantle, Aust) refers to. I had no idea previously of what was going on with the band when they cut Rumours. Absolutely amazing that such an incredibly consistently compelling series of songs could have been put together in the midst of such emotional meltdown. As one of the band members comments in the programme... "I guess it's what they call chemistry". Hmmm, so first we have a stunning compound that intoxicates all then, unfortunately, an explosion.
- Guy, Wellington, New Zealand

In this song Lindsey Buckingham's guitar work is incredible.
- Don, San Jose, CA

every fleetwood mac song at that point seemed to be about a breakup. best band ever. this song has great drums and bass just like every other mac song. why you ask? john and mick have been together for 40 years!!!!
- Rick, humboldt, IA

Nicks felt that 'Dreams' was much more empathetic than 'Go Your Own Way.' "In my heart," she said, "'Dreams' was open and hopeful, but in 'Go Your Own Way,' your heart was closed."
- Kevin, Flower Mound, TX

Thanks Tedious! I knew it was from Forrest Gump :D I just needed reassurance ^_^
- Phil, Niagara Falls, Canada

I love the drumming...Mic Fleetwood is an awsome drummer w/ a great style
- Chris, Paradise, CT

Great drumming by Mick Fleetwood on this song!
- Don, Newmarket, Canada

my third favorite fm song. first is don't stop second is the chain, fourth is peacekeeper and fifth is rhiannon
- Rick, humboldt, IA

Ha ha Lindsey is the guy's name and stevie is the girl's name ODD
- Ross, Independence, MO

This is #119 on Rolling Stone's list of 500 greatest songs.
- Ross, Independence, MO

"Go Your Own Way" b/w "Silver Springs" is almost one of the most perversely serendipitous 7" single couplings ever released (actually was first out, in the US in 12/76), in that both songs are intensely personal breakup songs; almost too personal for public consumption. Love Lindsey's doubled guitar solo...aaah, the sound of cocaine abuse during the LA "snowstorm" of '76-'77 ;) Talking of potential "Behind The Music" material, there is in fact a UK-produced documentary series, "Classic Albums", of which "Rumours"is one of the highlighted albums and all five members of the Mac partake in candid interviews in this episode. Worthwhile viewing!
- John, Fremantle, Australia

Appears in Martin Scorsese's "Casino" in a driving scene when things are falling apart with "business" partners Joe Pesci and Robert Deniro.
- craig, madison, WI

stevie's song 'Silver Springs' was left off the album and became the b-side for GYOW. stevie has commented that she felt her songs about him always showed at least a modicum of hope and possibility while she felt his songs about her tended to highlight the bitterness and anger in their breakup. GYOW certainly does.
- Mariel, Clearwater, FL

This song is on Forrest Gump, too. ^_^
- Tedious Toad, Auckland, New Zealand

Covered by Wilson Phillips on the album California, released in May 2004 as first single and The Cranberries did a little better on Legacy: A Tribute To Fleetwood Mac's Rumours, released in 1998.
- Dino, Bandung, Indonesia

this song is really postitive i think.in quite a sad way.
- esther, liverpool, England