Lauwrence is right, 'wil je gaan?' is possible : ) FYI, 'je' is the casual form of jij/jou/jouw. 'Wil je met mij gaan' is not necessarily more natural. Other options would be: Wil je erheen (gaan)? Wil je ernaartoe (gaan)? I wrote 'gaan' between brackets because it is almost always omitted! If you are going anyway and you are merely asking the other person if he/she would like to join, it is most natural to ask: Wil je (met me) mee (gaan)? (I think maybe this is what Laurence meant) Hope it helps :)

As a non native and beginner you might not want to take my advice, but I'm pretty sure it's: "Wil je gaan?" Although I think it's more common to say "Wil je met mij gaan?" - will you go with me

"Wil je mee?" Is also possible. 'Mee' is usually used when asked to join in something. For example if a kid asks if she/he can join in a game they ask "Mag ik meedoen?"