Hola Igor

Sometimes, the translations in English and Spanish don't match exactly. We try to use the most natural way in English. In this case, we're using "am going " in the English because using the simple present "I go" would sound awkward. However, the hint is saying " Conjugate "ir" en el Presente" - this is referring to the Present tense, not the Continuous ( am going..) 

When you're doing tests on conjugation lessons you will always find a hint telling you which tense to use, even if the translation in English occasionally might not match.

I hope it clarifies it.

Saludos