Here is an interview with a Utah Jazz basketball player after the game:
Donovan Mitchell acknowledged it was hard trying not to go all-out
early on: "I had a moment before the game, I was talking to myself,
trying to calm myself. … It’s easy to go out there and try to hit a
home run early, but the game isn’t won in the first five minutes."
What does go out there mean?
If someone is performing (an athlete or team player or person talking to an audience), go out there is used to mean:
go to the place where the event is occurring, a stage, a baseball field, and do [whatever], make baskets, hit a home run, hit under par (in golf).
When you go out onto a field, you can be seen by the public, as opposed to sitting on the bench, locker room or on the sidelines.
A basketball or baseball player would not use that idiom unless the public is seeing him or her. They would not use it in a closed practice session.
PLEASE NOTE: It is quite amusing that a basketball player chooses to use a baseball term. It shows the extent to which certain idioms permeate the language, even a pro ball player like this.
To hit a home run = score four points by running around the three bases and back to home plate. It is the highest number of points one person can get when playing baseball.
A typical comment might be: Go out there and knock ’em dead, kid.
go out, to be seen by the public, in this particular case.