No! No! No! 1000 times No!
The U.S. is one of the few remaining capitalist countries in the world. Through capitalism we have become the wealthiest and freeist nation in the world. Socialism has produced disasters like the former USSR, East Germany, North Korea, and China (prior to their discovery of doing business with capitalists). None of those countries enjoyed anywhere near the freedom or prosperty that we do.
If we had a world government the rest of the world would vote for socialist candidates and before long we would be a socialist world. Devoid of the profit motive, innovation would be stifled. Entrepreneurs who worked hard to build successful businesses would have no incentive to do so. The economy would stagnate and eventually collapse. Also, since socialist philiosophy holds that individual rights may be sacrificed in the name of the common good, individual rights would gradually disappear. ( As someone noted earlier the UN's version of a Bill of Rights does not contain a 2nd amendment.) Eventually you end up with poverty and oppression, just like all of the communist countries have. No Thanks!!
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This is true.