If you say here we go again, means that you are "Repeating" (again meaning to repeat) where, or what you did the first time.

The phrase "here we go" can be used in a variety of ways. Sometimes, it can literally mean "we are going," but it is more commonly used to suggest a sort of preparation, apprehension, or reluctance towards something. It can also be used rather sarcastically, as in "here we go again," usually to complain about an annoying or bothersome action that is being repeated. For example, if an annoying person talks about their vacation over and over again, one might say, "here we go again," quietly to anyone but him. In this sense, it can be rude.

здесь мы идем, и здесь мы идем снова