Vayamos is the conjugation of the verb ir that matches the first person plural (nosotros - we in English) in the subjunctive mood. We use the subjunctive to express desires, doubts, the unknown, the abstract, and emotions. Subjunctive sentences often have parts linked by a relative pronoun (que, quien, como). Here we use the relative pronoun que. Therefore:
La señora nos dijo que vayamos al museo de oro.
