The Yes/No Question Transformation Adds an Auxiliary to the sentence and Moves it to the front.
The word "do" in "Do I go," incidentally, comes from the category of words we call Auxiliaries. In this case it's name is the Dummy Auxiliary because it does not add any meaning to the sentence. So why use it at all, you ask.
Because in the rule we call the Yes/No Question Transformation (in other words to ask a question that requires a yes or no response) we must move the auxiliary to the front of the sentence.
Since the statement, "I go," contains no visible auxiliary, it is necessary to insert one first, as in "I do go." (transformation #1).
We then move it to the front of the sentence, as in "Do I go?" (transformation #2).
Now suppose I want to change that same statement to a negative sentence. We add two auxiliaries -- the dummy "do" and the negative "not" (transformation #3,) as in "I do not go."