"It is warm, so we are going swimming."
Translation:Het is warm, dus wij gaan zwemmen.
The rule is something like: The unstressed pronouns can not stand on their own in subclauses. This is sometimes called a "clitic pronoun subject" (a stressed pronoun as a subject).
Note: The English given here is NOT an example of grammatical future tense. That would be "It is warm, so we are going to swim".
The English here is a more literal use of "going", paired with another verb of motion toward.
The pairing must be with a verb of motion. Thus we can say "going swimming", "going hiking", etc., but not "going eating", "going writing", etc.