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Wiktionary
don't go there

interj. (context idiomatic informal English) Don't start talking about that.

Wikipedia
Don't Go There

"Don't Go There" is the second single from English rapper Giggs, released from his second studio album Let Em Ave It and features vocals from American hip hop recording artist B.o.B. The single was released in the United Kingdom on February 20, 2010 as a digital download and is the first to be released following Giggs' signing with the record label: XL Recordings.

Usage examples of "don't go there".

They don't go there to represent the customers of the peanut warehouseman.

They don't go there to represent the customers of the businessman of Georgia.