Mistakes will always be made in French, and now you can learn from them.
Wrong: Je vais
Right: J'y vais or Je m'en vais
Explanation: In English, you can say "I'm going!" and everyone will understand that you're either leaving your current location or on your way to a new destination that was previously mentioned. In French, however, je vais is incomplete - you either need to spell it out, as in Je vais en France or Je vais partir maintenant, or use an adverbial pronoun: J'y vais (I'm going [there]), Je m'en vais (I'm off, I'm leaving).
On a similar note, in English you can say "I'm going to" or "He's going to" to indicate that you are or he is going to do something that was previously mentioned. Again, in French you have to spell it out: Je vais le faire (I'm going to do it), Il va nous aider (He's going to help us), and so on.