"Go to a party" is correct, and "go to party" is incorrect. "Party" is usually a noun for group of people, who have gathered to socialize. So we would say "go to A party." (If you meant a particular party--the company holiday party, perhaps--and your listener knew what party you meant, you would say "go to THE party.") "Go party" is a _possible_ phrase, but not in this context. "To party" can be a verb, meaning to celebrate and have fun. The reason it doesn't fit here is that "a party" is an event, with people who are "at the parthy," while "to party" is an activity. "Do you want to go party this Saturday" suggests "do you and I want to have fun together this weekend." It wouldn't make sense to ask "who will be there?" It's a plan to do something, not a plan to be somewhere.

These are acceptable: "Do you want to go to a (or 'the') party?" "Do you want to party?" ("party" is both a verb and a noun) "Do you want a party?" "Do you want to go partying?" (meaning is slightly different but this works because present participles can be used as adverbs. "A party" cannot be used as an adverb, which is why "to go a party" does not make sense.)

go to

Go to a noun. place, restaurant, cinema, theatre, shop, gallery, market, festival, party, celebration, the list is very long. OR: go to the place, event; same list as above. A and The: is used to indicate something specific. A restaurant, a car, the hotel, etc. incorrect sentence 2 "go a party" is one of the top errors that English learners make.

In the sentence: "A: Do you want to go a party this Saturday? B: It depends who will be there." The correct phrase is "go to a party." The preposition "to" is necessary to indicate the direction or destination of the action. So the corrected version should be: "A: Do you want to go to a party this Saturday? B: It depends who will be there." The inclusion of "to" makes the sentence grammatically correct and natural.