The structure is correct go with a gerund (ing on the end of a noun) I go swimming every day or I swim everyday. I go skating in all of my free time. I skate in all of my free time. I think it would sound odd with the word boat though. You could say I sail every weekend, but "I boat every weekend" would sound weird. With boat we always say go boating.

Spend the day on a boat/yacht. One goes jogging, so one can also go boating.

I would say "go boating" is standard English, but it isn't used very commonly because boating is an activity that not many people do any more. You'd be more likely to hear someone say "go kayaking", "go yachting", "go sailing"