go.set_position is used to (instantly) assign a position to a game object.
If you use it at every frame (with the player position as a parameter)… What you see is normal the enemy teleports itself to the player’s position.
If you want your enemy to follow the player, you need to make it move toward this player, at a certain speed etc.
2 threads talking about that:
Also, maybe you could (re)take a look at the war battles tutorial and try to make the missile aim for a specific object (instead of just moving straight). Would be easier to understand how vectors etc. work.