" aller a" could be translated by " go at" or "go to". example: Demain, on va à Paris => We're going to Paris tomorrow Nous allons aller à la fête de Martin => We will go at Martin's party and "aller dans" could be translated by "go in" example: Je vais dans cette maison => I go in this house.

"aller dans" is used to came in a place (the kitchen, the garden...). "aller à" is for example "aller à Paris". Hope it helps...