Massively multiplayer online (MMO) games boomed in the late 1990s to 2000s. In parallel, ethnographic studies of these communities emerged, generally involving participant observation and interviews. Several decades on, many MMOs have been reconfigured, remastered or are potentially no longer accessible at all, which presents challenges for their continued study and long-term preservation. In this paper we explore the "go-along" methodology, in which a researcher joins a participant on a walk through a familiar place and asks them questions, as a qualitative research method applicable for the study and preservation of games culture. Though the methodology has been introduced in digital media studies, to date it has had limited application in digital games, if at all. We report on a pilot study exploring applications of the go-along method to the sandbox MMO Wurm Online; a persistent, player-directed world with a rich history. We report on our motivations for the work, our analysis of the resulting interviews, and our reflections on both the use of go-alongs in digital games, as well as the unique and inspiring culture and community of this lesser-known game.