WARNING : Many people consider "straightly" not to exist in english. Try to avoid it as much as possible. Now on to the meaning :)
1) "Go straightly" would mean "Go in a straight manner" (something like "Go in an upright/honorable manner"). It's not typical English. "Go straight" would mean "Go in a straight direction". To tell someone to go straightly down the street would be telling them how to behave as they went down the street. You would rather use "Go straight" instead of "go straightly" if you want someone to go in a straight line towards something.
2) I found this spoken sentence on the Internet. "Herman Cain's strength is that he appears to have no pretense, and answers every question as straightly and honestly as he can." Here again, "straightly" sounds strange and can be replaced with "directly"
So, my recommendation, Avoid using "straightly" and use "directly" instead which will suffice in most scenarios.