German is a "V2" language: In a declarative main clause the verb always has to be in the second position. There are some conjunctions that can occupy "position 0" (e.g. "aber"), but "dann" isn't one of them. → https://en.wikipedia.org/wiki/V2_word_order

There are 2 kind of conjunctions, for a main clause (aber ich gehe) and a subordinate clause (dann gehe ich). Here an overview: https://mein-deutschbuch.de/konjunktionen.html

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