There are a few like this: andare in banca, essere a casa... They can be used with the article, but this is just how the language evolved. Here are a few you might encounter:
that are used with a - casa, letto, scuola...
or that are used with in - albergo, banca, montagna, palestra...
Your sentence is correct, but I actually believe that it's a bit of an odd construction, given how we speak about the future in English. If you're a native English speaker, you'll notice that we tend to use "will" in limited circumstances:
-as the result of a condition (If he gives me the bread, I'll eat it). -predicting something based on previous knowledge, rather than current perception (I know him. He'll steal if he gets the chance. Contrast this with: Black clouds! It's going to rain.) -Promises (Trust me. I'll do it.)
In this case, as you pointed out below, the Italian suggests that this is a plan that's coming up, which would probably cause an English speaker to use the present progressive (-ing) or "going to."
cseverin80: As you can see there are users who feel the preposition should be included but as I've posted several times & repeat here, in colloquial English you'll often hear it omitted. My argument is with Duo marking incorrect an English answer that absolutely expresses understanding of the Italian. We're all here to learn and improve our Italian, perhaps English secondarily for non-native speakers. So in my mind, the argument over whether "On Thursday" or "Thursday" is more correct English should not be resolved on a site dedicated to Italian. Relegate it to some other forum. This isn't users' fault of course because we all feel the English that WE speak is gospel, but I fault Duo for marking incorrect English responses that clearly indicate that the user has understood the Italian example.