"I am walking to school."
Translation:Я иду в школу.
Basically, it's just like English where the word "home" is weird and has all kinds of exceptions. So in English we say "I go home" instead of "I go to home" but we say "I go to school" instead of "I go school". It's 1:1. Another way of thinking about it is that домой means homeward.
Be advised I am no expert in Russian language, but that is not how you form the accusative case for nouns (I presume you refer to nouns by the term words).
А / Я / Ю / У has to be used, or alternatively you don't have to change anything (and in the latter case, yes, ы or и could appear).
You can google up and the first few hits will explain all possibilities.
Native speakers and more experienced learners, please correct me if I am wrong.
The confusion is because English 'to go' means to move forward by any way possible - by walking or by any vehicle, but Russian 'идти' means to walk only and 'ехать' means to go by any vehicle. So "Я иду в школу" means "I'm going to school (by walking)" and "Я еду в школу" means "I'm going to school (by a vehicle)".
That's not right. в means either "in" (translate the next word to prepositional in Russian) or "into" (translate the next word to accusative). Sometimes we translate it as "at" but only when "at" really means "in".
So Я иду в школу means "I am walking into the school", which we would more likely express by using just "to" instead of "into", even though they effectively have the same meaning here.