Aller means 'to go' and is irregular, so learn it by heart: je vais, tu vas, il/elle va, nous allons, vous allez, ils/elles vont. Use it with à to say where you are going: Je vais à la gare.

The preposition à ('to, at, in') joins with le and les. À + le becomes au, and à + les becomes aux. With la and l' nothing changes: à la, à l'. So you say au marché (le marché), au parc, à la banque, à l'école, aux musées.

The common mistake is to write à le or à les, which is never correct in French. Remember also that the je form is vais, not je alle. Aller will soon be useful for talking about the future too.