There have been many expressions of surprise with the opening words "Well, I'll go to..."
Hanover, Jericho, Putney, Pudsey, the end of our garden and our ‘ouse have all been used at various times and places to round the saying off. Given that these are all basically variants of "Well I'll go to hell!" - if not something stronger - it is fairly clear that offering a logical explanation is problematic.
‘Well, I'll go to the foot of our stairs' is probably a north of England euphemism for a much stronger expression of surprise, just as ‘Cor blimey!' is an acceptable version of ‘God blind me!' The word ‘foot' was - in all likelihood - chosen to chime with the 'f' of a strong swear-word, with the ‘of our stairs' just tagged on to make sense...if foot was used, it had to be the foot of something, after all. The whole thing is, in other words, quite possibly - and here's the ‘something stronger' - just a polite version of "Well, I'll go to eff!"
(cont)