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"Ou est -ce que tu vas?""Je vais aux Etats-Unis/en France/en Lrak/au Japon/a Paris."

Hello butterfly

The meaning of the sentences “Où est-ce-que tu vas?” and “Je vais aux Etats-Unis…” is:
"Where are you going?” and “I’m going to the United States”.

Your question is about the preposition to use correctly when you indicate the destination:
“I’m going to Japan". "Je vais AU Japon". "I'm going to France". "Je vais EN France".

First of all, you have to know that all the names of countries that end with « e » are feminine
La France, la Birmanie, la Thaïlande, la Chine…
Except: le Belize, le Cambodge, le Mexique, le Mozambique, le Zaïre, le Zimbabwe…
The others are masculine : le Laos, le Kazakhstan, l’Irak…
Some are plural: les États-Unis, les Pays-Bas …

The second thing I want to point out is that, in French, the same preposition is used to indicate the destination (to) and the location (in) .
Ex. Je vais EN Chine (I'm going to China) - Je suis EN Chine (I'm in China).
Je vais EN Islande - J'habite EN Islande (I live in Iceland).

Now, to choose the correct preposition with the names of countries you can follow these indications:

1) For the names of countries you have to use :

a) the preposition “ A’ ” for masculine genders (with consonant initial) :
= AU (contraction of “à + le”)

Ex." I 'm going to…" : Je vais au Japon, au Kenya, au Sri lanka

b) the preposition “ EN ” for masculine genders (with vowel initial) and feminine genders:
= EN (without article)

Ex. "live in ...." : J’habite en Irak, en Afghanistan ; en France, en Papouasie

c) the preposition « A’ » for plurals : = AUX (contraction of “à + les”)

Ex. "I am in..." : Je suis aux Philippines, aux Émirats Arabes Unis, aux Etats-Unis, aux Pays-Bas

d) And for some names of countries that never take the article you have to use the preposition “à” alone:

Je vais à Madagascar (f), à Cuba (m), à Haïti (m), à Ceylan (m), à Monaco (m)

2) For the name of cities you have to use the preposition “ A’ ” :

a) Most of the names of cities don’t have article, you have to use the preposition “ A’ ” alone:

Ex. Paris: Je vais à Paris.
Tokyo: Je suis à Tokyo.

b) For names of cities which have the article “le” or “les”, you have to “contract” the preposition with the article:

Ex. Le Caire: Je vais au Caire.
Les Andelys : J’habite aux Andelys.

c) For names with the feminine article “la” there is no contraction:

Ex. La Rochelle : Je suis à la Rochelle.

Finally, even if it's in french, I suggest you to have a look at the following link : http://www.italki.com/answers/question/174189.htm

Hope it will be useful.
Have a nice day.