Yeah пошёл means started walking (but didn't finish). If you say that in regard to your current actions this means "I'm leaving" -- to the groceries for example. If you refer to something in the past it sounds like you're going to tell a story when something happened on the way somewhere.
It's like "Однажды в России я пошёл в магазин. По пути мне попался добрый медведь, который пил водку и играл на балалайке".