Definition
To depart.
To proceed without considering other possibilities.
Also Said As
- be on one's merry way
- continue on one's merry way
How People Actually Use It
Jocular and/or euphemistic way of referring to suicide.
"Bob: Phil, have you seen Pete since he blew that interview? Phil: No, but I heard he took it so hard he stormed off to the nearest bridge and went on his merry way. Bob: LOL! Wish I could have been there to see it. Would have been the YouTube video of the century. Pete killed himself. That is what it means to go on one's merry way."
Source: Urban Dictionary