It may be a dumb question but I need to ask and clear this up for myself.
To submit a block onto a queue for execution, use the functions dispatch_sync and          
        
The dispatch_sync statement waits until the block it covers is executed completely. dispatch_async returns immediately and proceeds to the next line of code, so everything inside is happening in parallel. 
If queue was a serial queue created by yourself, then:
Situation 1 - The root block returns immediately. Inside it waits for [self go....], and then goes to dispatch_async, which returns immediately as well.
Situation 2 - If queue was a serial queue, then there would be a dead lock since it will wait for itself to finish executing. Since you are dealing with asynchronous  one, that block will be executed in parallel. (Thanks, @Ken Thomases)
Situation 3 - No need in dispatch_sync here. It causes the deadlock.
Situation 4 - Waits for [self ...], then returns immediately.
If you replace the queue with main queue, then remember to not dispatch_sync on main queue, because it will cause a deadlock (it will not if dispatched not from main thread, thanks @Ken Thomases). 
To understand it better, replace your function with:
-(void)goDoSomethingLongAndInvolved:(NSString *)message {
    for(int i = 0; i < 50; ++i) {
        NSLog(@"%@ -> %d", message, i); 
    }
}
You will clearly see what's going on every time, whether it waits or not. Good luck.