'gaya' is past tense of the verb 'jana' Ur understanding is incorrect if you say "main chal gaya", is same as "main chalti thi" or "main chalta tha" (I went walking/I was walking) main chala gaya - I went. main chalta tha (main chalti thi) - i used to walk. In the case of double verbs that is used in Hindi (e.g. de dena, kar dena, aa jana, chale jaana etc.), verb 'jaana' is extensively used. So when we are saying the sentences in past forms (past indefinite/participle) we will use 'gaya' e.g. tum chale jao - u go away tum chale gaye - you left. tum bhi aa jaao - you also come. aap bhi aa gaye - you also came.

I guess your question was basically about the use of jaana as a compound verb. Basically if you say 'Main chalaa' (past tense of chalna) and 'Main chal gayaa' (past tense of chalna with modficator verb jaana) the meaning is basically similar, bu the compound verb is more complete as it adds some specific nouances to the verb, you could literally translate the two forms as follows: 'Main chalaa' (I walked) 'Main chal gaya' (I walked away). The use of the compound verb in Hindi has a similar implication as when you change the meaning of a verb in English by adding an adverb (walk versus walk away for example). If you want to translate a Hindi compound verb you will get the tense/person from the second vere and the meaning from the first verb which appears as a root (chal + gaya). If you wish to learn how to use compound verbs in conversation as a Hindi learner, here are some general rules: -only certain verbs are used in compounds -compound verbs are never in the continuous form or the negative form -the main verbs used as modificators (the second part of the compound) are jaana, lena and dena. Jaana adds a sense of completion to the main verb, or of moving away if the main verb implies a movement, whilst lena and dena add a sense of benefit towards the subject or somone else. For example 'hona' means 'to be', but 'ho jaana' means 'to become' -An intransitive verb usually goes with an intransitive modificator and a transitive verb will go more easily with a transitive modificator, anyway, if jaana becomes the modificator of a transitive verb, that verb will become intransitive (this is important when you conjugate the past tense) and all intransitive modificator act like that.

"Gaya" is past tense of verb " jana" I go -mein jata Hun. I went - main gaya tha. It's generally use for Indefinite past tense.