The first sentence is not correct. You can rephrase it to something like the following. a) 내일은 체육관에 운동하러 갈거야. ("for the purpose of doing exercise...") Or you might mean the sentence below : b) 내일은체육관에 가려해요 Which seems to me to be an elliptical sentence, a kind of contraction of your example (2) above. (This is all the time I have before I step out, but will check back in later).