Hi Viviana. 'On the go' definitely refers to a person being very busy, doing many different things. For example, on Saturday I'm always on the go - I have to do the shopping, the cleaning, take my kids to football, etc. This is quite a common phrase, so this is the one to remember.
'On the move' is less about being active and more about moving from one geographic location to another. For example, traveling salesmen are always on the move from one customer to another. It can also be used to suggest that something is getting better. For instance, 'the economy / his career is on the move'. This is less common, but is grammatically correct.
Thanks for your question Viviana, and I look forward to reading more of your posts.