As Miho-san answered, it means "must go" and we have several ways of saying "must + verb" depending on the person.
For example, "must go" (formal form)
行かなければいけません
いかなければなりません
行かなくてはいけません
行かなくてはなりません
There are some more but you don't have to memorize all. I wrote them to be able to understand when you hear one of them. Please get accustomed to it little by little.
I hope this doesn't confuse you.