go to do
Expresses going somewhere in order to do an action.
This pattern is used when you go to a place for the purpose of doing an action. It combines the ます-stem of a verb with に and the verb いきます (to go). The place you go to is often mentioned with へ or に before the pattern, but it's not always necessary if the context is clear.
For example, if you say スーパーへ かいものに いきます, it means you go to the supermarket in order to shop. The verb かいます (to buy) becomes かいもの (shopping), but more commonly you use the ます-stem directly like たべに, のみに, あそびに.
This is a very common and natural pattern in everyday Japanese. You can use it for any action: going to eat, going to drink, going to play, going to meet someone, etc. Remember that the action verb must be in its ます-stem form.