What you heard was probably We Gon' Keep On Dancin' which is a line from the song Crazy Kids by Kesha.
Gon' is a contraction of Gonna which itself is a contraction of Going To. And in slang speech, We Are Gonna is often shortened to We Gonna (with Are omitted), thus We Gon' Keep On Dancin' is a grammatically valid slang phrase meaning We Are Going To Keep On Dancing which is how it would be said in a formal tone.