This harmless preposition confuses people all the time because there exist also the preposition a, which also means to. Everyone asks: "is it Eu vou à praia, or Eu vou para a praia?"
Some will say that you should use PARA when talking about going to somewhere temporarily, and that a should be used to talk about going somewhere more permanently. Perhaps. But the fact is, Brazilians use both in the same context. PARA is also very similar to POR (this post explains why)