1: 我要

Read as 'wo yao'

The first character, 我(wo) means 'I' or 'Me'

The second character, 要(yao) means 'Want'

So, the phrase means 'I want'

2: 我要去

Read as 'wo yao qi'

The first and second are as explained above.

The third character, 去(qi) means 'Go'

The phrase means 'I want to go'

3: 我不要

Read as 'wo bu yao'

The first character, 我(wo) means 'I' or 'Me'

The second character, 不(bu) means 'No'. This is used to negate an action.

The third character, 要(yao) means 'Want'

So, by adding '不', this phrase means 'I don't want'