Somewhere along the history of English, two words that were very similar converged: wend and go. The past of wend, went, replaced the past of go, goed (see Shakespeare for this form) and so we have the three forms go, went, and gone.
Another feature of languages is that things that people say all the time — things that are high frequency — stay around in the language and are resistant to change. This suggests that since we are always talking about going and where and when we went, this verb pattern won’t change in the near future.
To read up on the historical evolution of go and its forms, you can check out the entry in Wikipedia, http://en.wikipedia.org/wiki/Go_%28verb%29
