Vaya comes from the verb ir (to go). it actually refers to three different verb tenses, and it can also be an expression of surprise or emotion.
- Cuando vaya a la playa, me llevaré la toalla. (When I go to the beach, I’ll take the towel with me.)
- Vaya con Dios. (Godspeed / Go with God.)
Valla
Valla is a noun, and it means a fence or a hurdle.
- Mi casa es la que tiene la valla verde. (My house is the one with the green fence.)
- Su caballo no sabe saltar vallas. (Her horse doesn’t know how to leap over hurdles.)
Baya
A baya is also a noun, and it means berry, so it’s the edible one of the group.
- Nunca como bayas. (I never eat berries.)
- A María le encantan las bayas rojas. (María loves red berries.)