People use the phrase "go in there and ___" to talk about some bold or exciting action that takes place in a room. For example:

Just go in there and tell her what you think.

This means to go into a room (maybe someone's office) and then tell someone your opinion. A lot of times, when people use this phrase, "in there" means an office or meeting room. Here's another example:

He went in there and told those lawyers that if they had a problem, they could take him to court.