"To go bump" means "to make a noise" (such as *bump*). We have a phrase, "things that go bump in the night", which we use when we talk about mysterious noises at night, or even ghosts.

It could also be a metaphor. The speaker might have suddenly remembered something or realised what was happening.

It means something maybe fell or was knocked over and made a noise. Depends what the context might be. Hope this helps