And the little one said "Roll over"
Class names should be PascalCase (song99bottles -&gt; Song99Bottles)
You should indent your code or you will end up with a long code and you don't understand the various { } pairs (and an horrible code!)

public class song99bottles {
public static void main(String[] args) {
// Declare a reference variable of type song99bottles - new object  
song99bottles go = new song99bottles();
// calls the method "queston" for object "go".
go.question();   
}
// [...]


if you want to follow Code conventions, you code should look like this

public class Song99Bottles {

    public static void main(String[] args) {
        // Declare a reference variable of type song99bottles - new object
        Song99Bottles go = new Song99Bottles();
        // calls the method "queston" for object "go".
        go.question();
    }

    // [...]


Personally i follow the new-line style, but you will see with time you will get "your style".

i hope you understand the concept. Read wikipedia page.
You should give to your variables a more descriptive name, you should understand the scope of the variable by just reading the name. (song99bottles go = new song99bottles(); go? What is? a countdown? I could call it song (example))




About your code:


You create two song99bottles objects, why? One inside main and one inside question(). You should move question code inside main because song99bottles class should just play the song, the main will take care if the user want or not to play the song. Then in your main, just call go.lyrics();
About lyrics() code, see Roger answer.