Although I agree it is a bit confusing, it's also not rocket science when you understand the difference between browser extension and alby account. 

Here's how you can configure your alby wallet in the new Alby Go:
1) Go to https://getalby.com/user
2) Click on "Connect" (upper handside)
3) Choose "NWC Connections"
4) Click on "Connect app"
5) Give the configuration a name, configure it and click on "Next"
6) Click on "QR Code", you will need this is in Alby Go
7) Open your Alby Go app
8) Scan the QR Code
9) Success