To go is a verb. Going is the fact of performing it.
It's not always easy for learners to see how we use the present participle (-ing) in English. Perhaps it helps if you consider the verb "to write", present participle writing. Writing can be used in at least five ways:
- as an adjective: She sat at a writing-table
- as a concrete noun: I love Tolstoy's writing (= novels and poems)
- as a different concrete noun: Can you recognise the writing (= handwriting) on this envelope?
- as a verbal participle: He is writing his diary (= he writes his diary at this moment)
- as an abstract noun: I love writing (= I love to write)
This last example is what you have in the sentence I dreaded going to work and yes, it means "I dreaded to go to work"