"There, I want to go" seems to be the literal translation to me (a noobie). My question to anyone who actual has been to Hungary: Is this actually said like this in hungary?... With an un conjugated verb at the end of the sentence?
"Menni", in Hungarian grammar, is not exactly a verb. It is an infinitive ("főnévi igenév"). The infinitve form of the verb. Sure, it has ties to the verb "megy". But it can act as a noun. For example, it can be the object of a verb.
"I want to go."
"What do I want?"
"To go." "That is what I want."
Clearly, "to go" is treated like a thing, an object. Can you do that with a verb? You can with the infinitive.
Anyway, yes, the sentence is perfect as it is.
Your literal translation, however, is mistaken. The literal translation is "I want to go there."
"Oda" and "menni" belong together: "odamenni" ("to go there"). "Oda" is a so-called preverb, a thing that we fix at the front of a verb. Sometimes it gets split, placed after the verb. Yet it still belongs to the verb.
And there are some verbs that will insert themselves between the preverb and the infinitive root. Such verbs are "akarok", "kívánok", "szeretnék", etc. These particular ones have to do with our wishes and intentions. That may be a pattern.
Anyway, it is very typical with verbs like this to insert themselves between the preverb and the infinitive:
"kimenni" - to go out:
"Ki akarok menni." - I want to go out.
"felöltözni" - to dress (up)
"Fel akarok öltözni." - I want to dress up.
"Lefeküdni" - to lie down
"Le szeretnék feküdni." - I would like to lie down.
Good luck with your studies. You probably have a long way to go, but don't give up!
On the whole, Hungarians don't use "akarok" as much as English speakers use "I want". It is considered impolite. "Kivánok" (I wish), "kérek" (I ask), "szeretnék" (I would like) are more common.