I'm going to fly to the moon.

Literal

I [topic-は] moon [toward-へ] fly-go [intention-つもり] [assertion-さ].

月へ飛んで行く ('fly and go to the moon') chains 飛ぶ ('fly') with ていく ('go'). ~つもりさ uses sentence-final さ — a masculine-sounding assertion particle that adds casual confidence. へ marks direction.