The Golgi Apparatus is an organelle with a great number of functions, I am particularly intrigued in the role it plays in packaging macromolecules and sending them to their target organelle or to leave the cell in exocytosis. I would love to know more about how this process works. How does the Golgi Apparatus recognise which molecules are which and how does the vesicle it places the molecule into navigate to where it is needed?
This is actually is an awesome story: both how it happens and how it was discovered. This is one of those stories people get Nobel Prize, and this was Günter Blobel who was awarded this highest possible prize for his discovery, which is according to his Nobel prize certificate:
"for the discovery that proteins have intrinsic signals that govern their transport and localization in the cell"
If you watch or read his Nobel prize lecture you will find answers to your question formulated much better than I can do it here. His Nobel lecture was opened with the following words which might already answer you question:
Imagine a large factory that manufactures thousands of different items in millions of copies every hour, that promptly packages and ships each of them to waiting customers. Naturally, to avoid chaos, each product requires a clearly labeled address tag. Günter Blobel is being awarded this year's Nobel Prize in Physiology or Medicine for having shown that newly synthesized proteins, analogous to the products manufactured in the factory, contain built-in signals, or address tags, that direct them to their proper cellular destination.
Still, I recommend you to read (or watch) to the end, there are some interesting points on how it was discovered and what experiments were done to do it.