ما is used to negate a verb, mainly in the past tense. But there’s more to it than that.
No, there isn’t!
Yes, there is no difference in meaning.
No, they both mean exactly the same: I want to go.
The word ذِهابٌ is the مَصْدَر of ذَهَبَ.
You can build the الْمَصْدَر الْمُؤَوَّل by using the particles أَنْ or ما. They are a so called حَرْف مَصْدَرِيّ.
Let us have a look at it:
Watch out: The verb in the sentence above has a فَتْحة at the end as it is preceded by أَنْ.
Therefore, the verb has to be مَنْصُوب.