No one is really explaining, so here I go:

1: In french reflexive verbs are common, not just to express reflexive actions but also for simply having verbs with specialized meanings. That explains the frequent se, me, etc.

2: In french articles and pronouns tend to be present frequently/rarely left out (compared to English and many languages). This leads to several patterns like definite or indefinite articles being included frequently ("j'aime les chats" instead of "j'aime chats"), people inserting pronouns and articles even when not "necessary" ("il est sympa ton ami", "c'est quoi cette chose-la", "c'est quoi ça?", "ça c'est bon"), and FINALLY short sentences including words like "en, y, le" even when not obviously necessary because the full sentence would include "de, a, le/ce": ("j'y vais" to say "I'm going" because a more complete sentence might be "je vais a Paris", or "je m'en vais" because it's like saying "je (me) vais de cet endroit", "il y'en a deux" because you could say "j'ai deux de quelque chose")

To put it simply and briefly, the "en" replaces an imaginary implied "de". The se part of aller is just reflexive, it strengthens/modifies "aller" to make it "get out" instead of just "go"

I suck at super formal replies with correct terminology, but I hoped this helped anyway