N5
へいく
To go to, To head toward
ジョンは学校へ行く。
John is heading to school.
Explanation
As a particle, 「へ」 is written 「へ」 but read 'e'. It goes after a place and with 「行く」, and means heading toward a direction or place: 「学校へ行く」. Compared with 「に」, 「へ」 stresses which way you are going.
Mixed up with
For a place you go to, 「へ」 and 「に」 can mostly be swapped: 「東京へ行く」, 「東京に行く」.
Words that only give a direction usually take 「へ」: 「北へ行く」 (go north), rarely 「北に行く」. 「に」 stresses the point you arrive at.
The particle is written 「へ」 and read 「え」.