If you don't believe what I'm telling you, go see for yourself.

Literal

I [of-の] say thing [object-を] not-believe-[if-なら], oneself [with-で] go-see-come-[try-ごらん-よ].

Packed with teaching-ready grammar. なら is the conditional 'if [X is the case],' often used for topical conditionals. 自分で ('by oneself, on one's own') — here で marks 'by means of' — an instrumental use extended to 'by oneself.' 行って見てくる chains three verbs in te-form sequence: 'go + look + come [back].' ごらん is the casual imperative from ご覧になる (the honorific of 見る), used by elders to juniors as a soft command — '[try] looking at.' A rich, admonitory pep-talk style.