hello,
Could you explain me what- , there’s nothing left for us but to go’’ means.
It means: we have to go, we have no alterneative.
That doesn´t even sound like proper English to me. I´d like to hear a native speaker´s opinion on this one.
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I hear it now and then. I’m not sure it’s the most proper English, but it’s an understandable expression. I hear the same expression in Spanish, too: “nada nos queda sino ir” (but that may just be because Tijuana Spanish is heavily influenced by English).
Never heard it
I’m a native speaker, and although I’ve heard it, it is infrequent.
If you were to make the sentence more natural sounding, it would say: There is nothing left for us to do but go.
The “to do” is dropped out, maybe due do laziness, or the speaker and listener just feel the verb “to do” was understood, or maybe just preference. In my opinion, without saying “to do” the sentence sounds just a tad quirky.
What it essentially means is that there is nothing left you can do in the situation and your only option is to go.
An example where you might see it could be in a story or movie. It would probably be a scenario where the characters found themselves in a hopeless situation and wanted to do something about it but were completely without any means or power to do anything.
Imagine the zombie apocalypse and you see zombies eating your best friend while your entire camp is in flames around you. 
Unreasonable Woman (Who will probably die in the next episode): They are eating her! We have to do something! We can’t just abandon her and the camp!
Camp Leader: There is nothing for us to do but go. We have to get out of here!
(Even in this case, though, the wording seems much fancier than normal speak. It would sound more realistic if he said, “There’s nothing we can do! We have to get out of here!”)
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