Ir + a + infinitivo (infinitive) and Ir + a + lugar (place)
What is the difference between “voy a ir al gimnasio” and “voy al gimnasio”?
Voy a ir al gimnasio. = I am going to go to the gym.
The idea here is that I will go to the gym in the near future. Remember that “infinitive” is a verb that is not conjugated—like cantar (to sing), beber (to drink), escribir (to write).
Voy al gimnasio. = I go to the gym.
In the second sentence, the idea is that I USUALLY go to the gym, or that I always go to the gym. This is a general statement about going to the gym, which can be followed by “ahora” (now), “siempre” (always), or any other information about time, how you get there, if you go with somebody else, etc.
The first sentence, “Voy a ir al gimansio,” follows the structure ir + a + infinitivo (infinitive). With this structure we may talk about what we're going to do in the near future. It's a way of talking about the future, but using present tense. For some reason, in everyday life this periphrastic future is used more frequently than the formal future tense.