What you have here is the colloquial use of go meaning say.
She looks at me like I'm a monster and she goes, "You're not wearing that to the mall, are you?" and I go "Why the hell not?"
So your sentence could be rephrased as:
And I just look out and say to myself, "I can't be bothered."
go v tr
Informal To say or utter. Used chiefly in verbal narration: First I go, "Thank you," then he goes, "What for?"
The use of be there is also colloquial. It's usually seen coupled with like as in "be like," and it also can mean say or tell me or behave or comport oneself in a manner that suggests ... you get the idea.
She looks at me like I'm a monster and she's like, "You're not wearing that to the mall, are you?" and I'm like "Why the hell not?"
Recent example in the news, (emphasis my own):
A massive country music festival in Kentucky this past weekend started off on rocky footing: Police found meth, marijuana, and an open bottle of alcohol in the first vehicle they stopped at a traffic checkpoint. One of the people in the car had two active warrants out for their arrest.
“We were like, ‘Well, this doesn’t bode well for the weekend,’” Edmonson County Sheriff Shane Doyle told the Lexington Herald-Leader.
Yeah, people really do talk like that. All the time, in fact.
Because there is speculation in chat as to where and when this usage originated, Etymonline has this to say under the entry for go:
Meaning "say" emerged 1960s in teen slang.
No mention of where, however.
Supplementary further additional note
It occurs to me that OP was also confused by "look out" as used in the text. In this context I believe it just means to view—metaphorically (the mental and emotional prospect of walking) or literally (the place where such walking might take place)—the concept of walking to cure depression as fruitless when, because of the depressed state of mind, death seems the more desirable outcome.
And finally ...
So why do people use go and [be] like and [be] all to mean say? Why did these things come into usage and gain in popularity? I believe it's to expand the idea of say beyond the merely verbal presentation. I personally see these usages often accompanied by gestures and theatrical expressions (e.g., "And I go, 'Why the hell not?'" said while throwing up one's hands and miming a look of outrage or consternation). Not always, but when they're merely said deadpan they nevertheless suggest more of a complete sight-and-sound presentation.
Just a thought. And now I have nothing more to say—er, go—on the subject.