Answer: The word "may" is an auxiliary verb.
Explanation: An auxiliary verb is used together with a main verb in order to form a tense, mood and voice. In that way, the function of the auxiliary verb is providing help to the full verb by adding functional or grammatical meaning to a sentence. The most common auxiliary verbs are "be", "do" and "have"; however, in the sentence provided, the auxiliary verb that has been included is "may", which is also known as a modal verb. In this case, "may" is helping the main verb "go" and it has been used to express permission.