Phrasal verbs include a verb + a preposition or adverb that changes the original meaning of the verb. For example, a lot of phrasal verbs use the preposition “out.” Examples include break out (get away from), hand out (give to people), and, of course, make out (kiss a lot).
Some phrasal verbs are non-separable, which means the preposition must directly follow the verb. In Brian’s quotation, the phrasal verb go after is non-separable. It is correct to say, “I’m going to throw caution to the wind and go after Lily,” but it is not correct to say, “I’m going to throw caution to the wind and go Lily after.