Je Vais—Don't Make This Mistake in French

In English, you can say "I'm going," and everyone will understand that you're either leaving your current location or are on your way to a new destination that was previously mentioned. In French, however, simply saying Je vais (I'm going) is incomplete. You will need to add to it an adverbial pronoun to make it correct. To that end, you have two options. You can either use J'y vais or Je m'en vais.

J’y vais. Going To a Place

The little word y often means “there” and you should use it when you want to say that someone is "going somewhere/leaving to go somewhere previously mentioned." For example, when you have been sent on an errand to the grocery store, after getting ready and upon departure, you would say, "I'm going now." In English, without any additional specification, everyone understands that you are going to the grocery store.

Or if someone asks you, "Weren’t you going to the bank?" When you reply, "Yes, I’m going soon," everyone knows that you're talking about the bank. In French, however, you cannot just say Je vais or Oui, je vais bientôt. These sentences need something to complete them. For this purpose, we use y as a brief replacement of the destination that has already been mentioned.

• Tu vas à la banque? Oui, j'y vais bientôt. Are you going to the bank? Yes, I'm going (there) soon.
• (After a conversation about the groceries:) J'y vais. I'm going. (And everyone knows that y refers to the grocery store.)
• J'y vais ce soir. I'm going there this evening
• Je dois y aller. I have to go. (In this case, y (there) points at a certain destination, your home or another place, but not necessarily known to others. Also, when you say, Je dois y aller, it means that you have to go because of a specific reason, but your friends don’t necessarily need to know what that reason is.)

Je m’en vais. Going Away From a Place

"En" has many different uses, but when used as a pronoun, it often replaces nouns that are preceded by the preposition de (from), as in je mange beaucoup de pommes—J'en mange beaucoup (I eat a lot of apples—I eat a lot of them). Similarly, je m'en vais, which comes from the pronominal idiom s'en aller ("to go"), means that instead of specifying your destination, you are going away from somewhere. You're simply announcing that you are leaving your current location.

For example, instead of saying Je me vais de là (I am going from there), which is not a frequent expression, in French you would rather say, Je m'en vais. Or to say "Bye, everyone! I'm going now," or "I'm ready. I'm going now." you cannot just say Je vais. That would be very awkward. Instead, it would look like this:

• Au revoir tout le monde. Je m'en vais. Bye, everyone! I'm going now.
• Je suis prête maintenant, Je m'en vais. I'm ready. I'm going now.
• Tu devrais partir bientôt. Oui, je m'en vais. You should leave soon. Yes, I’m going.
• Il s'en va. He is leaving.

When Je m'en vais or J'y vais Are Interchangeable

Without too much context, both j'y vais and je m'en vais mean essentially the same thing—"I'm off/I'm leaving." Since y can simply be alluding to your home or to any destination other than your current location, and thus to simply express that you are leaving, without any further specifications, you can use either expression.

• A plus les amis, Je m'en vais. See you later friends. I'm off / I'm leaving / I'm going home.
• A plus les amis, J'y vais. See you later friends. I'm off / I'm leaving / I'm going home.
• Est-ce que tu vas partir un jour? Je m’en vais. Je m’en vais. Are you ever going to leave? I'm going. I'm going. (as in leaving from here.)
• Est-ce que tu vas partir un jour? J'y vais. J'y vais. Are you ever going to leave? I'm going. I'm going. (as in leaving for a place different than here.)

In this last case, the person urging you to leave isn’t necessarily alluding to your destination. The only place they are pointing to with the use of y is away from your current location. This is precisely why en works here as well. Your friend is interested in your departure from the current location, and therefore en (from) can be used here as well. 

Confusions With Je vais as 'Going To'

On a similar note, in English, you can end a sentence with "I'm going to" or "He's going to" as an alternate form of the future tense. People usually use it to indicate that they are or someone else is going to do something that was previously mentioned.

Again, in French you will have to complete a sentence like that. Instead of saying je vais or il va, you have to add le faire (which means "do it") to it, as in je vais le faire or il va le faire. For example:

• Tu devrais lire ce livre. Je vais le faire. You should read this book. I'm going to.
• Il devrait reculer un peu lorsque le train arrive. Il va le faire. He should back up a little when the train comes. He's going to (do it).

Other Uses of Je Vais

With Location. Current or Near Future Travel

Je vais en France. I'm going to France. / I'm on my way to Paris.

Je vais à Paris. I'm going to Paris / I'm on my way to Paris.

Il va en pèlerinage à la Mecque. He is going on a pilgrimage to Mecca. / He is on a pilgrimage to Mecca.

With Actions. Near Future

Je vais partir maintenant. I'm going to leave now.

Je vais faire la cuisine. I am about to cook.

Il va aller au lit. He is going to bed soon.

Examples and Expressions with J'y vais, Je m'en vais

y aller

• J'y vais ce soir. I'm going there this evening.
• Quand faut y aller, faut y aller. When you've got to go, you've got to go.
• Allons-y! Let's go! 
• Vas-y! Go on! 
• On y vas? Are we going?
• Je dois y aller. I have to go.  
• Tu y vas un peu fort. You're going a bit too far. / You're going a bit far.
• y aller mollo (familiar): to go easy / take it easy 
• y aller franco: get straight to the point / go right ahead
• y aller franchement: to go at it ​

s'en aller (pronominal)

• Il est tard, il faut que je m'en aille. It's late; I should go.  
• Va-t-en! Go away!  
• Va-t'en de là ! Get away from there !
• ​Je lui donnerai la clé en m'en allant. I'll give him the key on my way out.
• Tous les jeunes s'en vont du village. All the young people are leaving the village.
• Ça s'en ira au lavage / avec du savon. It'll come off in the wash / with soap.
• Leur dernière lueur d'espoir s'en est allée. Their last glimmer of hope is gone / has vanished.
• Il s'en fut trouver le magicien. He went off to find the wizard.
• Je m'en vais lui dire ses quatre vérités ! (familiar) I'm going to tell her a few home truths !