What's the difference between the words "Idź" and "Przejdź"? Can they be used interchangeably?
they can be used intechangeably to some (quite small) extent.
Przejdź is a prefixed form of idź - the prefix is prze - the prefix typically adds a notion of crossing something, completing something (przeczytać książkę -to read a book through, to complete a book), going through something or past something - (przewiercić - to drill something through)
to cross a street - przejść(sometimes przejechać) ulicę, to go past a kiosk - przejść obok kiosku,
there are some uses as noted above when przejść and iść are almost synonyms - However przejść is then a more formal or polite form. Proszę przejść do poczekalni - Please go to the waiting room. is way more polite than Proszę iść do poczekalni. (means the same though).
Przejdź do stacji kolejowej is formal. Idź do stacji kolejowej or Idź na stację kolejową (slight difference between na and do) mean the same (almost the same thing) but are more colloquial.
Przejść also can be sometimes better translated as to move than to go: Przejdźmy tam. Let's move there/Let's go there.