Prashant's interpretation is correct. I will add a few words to explain why "go over" has the meaning he described.
To understand the meaning, you need to know that "over" acts as an adverb, not a preposition, in the expression "go over". That is what led you astray. You thought it was a preposition and that "afternoon" was the object of the preposition: "over the afternoon". That is completely wrong.
Instead, "over" is an adverb that modifies the verb "go". Here is a sample sentence in which "over" acts as an adverb, not a preposition:
"Did you see how that bird went over?" ("went over" = "flew by")
Answer: "Yes, I did see it. It was absolutely amazing!"
If you understand that example, then you can understand the speech example:
"How did your speech go over?"
Answer: "It was fabulous. Everybody loved it."