Preparing for Bitcoin Gold
Yes Coinbase has not mentioned supporting Bitcoin Gold or Not so to be safe definitely move your BTC to a wallet so you have control of your private keys.

On Oct 25th the fork will happen and on November 1st you will be able to access your BTG Bitcoin Gold by using your private keys.

Here is a video explaining this better...
https://www.youtube.com/watch?v=natH7Chtv40

Here is the Bitcoin Gold Web site: http://btcgpu.org/