In general "käydä"+inessive (or adessive) means "go somewhere and come back". E.g. "käydä kaupassa"= "go to the grocery store (and come back)", "käydä kylässä" or "käydä vieraisilla" means "go for a visit at a friends house (and come back)". The verb "mennä" is usually used with the illative or the allative case and it indicates going somewhere but it doesn't say anything about coming back. E.g. "äiti meni olohuoneeseen" = "Mom went to the living room (and she's probably still there or at least we're not interested in what happened next)". "Tulla" + illative/allative simply means coming somewhere, e.g. "tulin Suomeen". Tulla is also used meaning "to become/turn out something". E.g. "kakusta tuli herkullinen" = "the cake turned out delicious", or less commonly with the structure "kissa on tullut lihavaksi liiasta ruoasta" = "the cat has become fat because of too much food".