"I am going to the forest"
Please note that misitu is actually wrong in this sentence, as it means forests. It should be the singular msitu, forest. However for the purpose of this post I'll use it as written.
The -ni at the end of misitu makes it a place you might be in/on/at/going to, rather than just a noun. In this case it means you are going to the forests.
As another illustration of this, say you have a farm:
"I have a farm"
You own a plot of land with buildings and crops or livestock (or both). In this sentence the farm is not so much a place as it is a thing. So, what do you do for a living?
Ninafanya kazi shambani langu
"I work on my farm"
The farm is no longer just a thing, it is a place. In this case the place where you work.
This does not hold true in all cases-- don't add -ni for countries--but it's a reasonable rule of thumb. Just don't confuse it with the pluralisation -ni for words like asanteni and karibuni.
If you are going to a place or are at, in or on it, try adding -ni on the noun.