When we say I am going to do something it means I have already decided to do it, I intend to do it (but perhaps I haven’t arranged to do it).
eg. Stefan has bought a new car. He’s going to sell the old one.
D: Are you going to go to the cinema this evening?
F: No, I am going to go to the theatre.
You can also use Going to to talk about something that is going to happen based on evidence in the present.
I am not feeling well. I am going to go to the doctor.
The sky is cloudy. I think it is going to rain.