You may be familiar with auf as a preposition meaning "on" or "for." However, like the prepositions nach, in, and an, there are times when its meaning is "to" (accusative) and "at" (dative) and you will see it translated as such.

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Viele machen sich's gemütlich zu Hause oder sie gehen auf eine Party.

Many people will make themselves comfortable at home or they will go to a party.

Caption 93, Silvester - Vorsätze für das neue Jahr - Linkenheim

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Yes, in German we say auf eine Party gehen ("to go to a party") and also auf eine Hochzeit gehen ("to go to a wedding"). 

There are certain public places for which auf is used as well. In the sentence below, der Markt refers to the consumer market, but you would also say Ich gehe auf den Markt to tell your friend that you are going to an outdoor farmer's market, and Ich bin auf dem Markt (with dative) once you have arrived there. 

Und einige der neuen Fahrzeuge, die jetzt auf den Markt kommen,

And you will see some of the new vehicles that are now coming on to the market

werden Sie erstmals bei dieser IAA sehen.

for the first time at this IAA.

Captions 44-45, Internationale Automobilausstellung - IAA in Frankfurt öffnet die Pforten

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As you might imagine, auf is also used when we will end up on or on top of something. If you remember our previous newsletter on the preposition in, the second example below might be quite confusing. But indeed, we say in die Berge when driving into/towards the mountains and auf den Berg when referring to climbing a single mountain.

Die Aktivisten kletterten über Kräne auf das Dach des Gebäudes.

The activists climbed via cranes onto the roof of the building.

Caption 8, Atomkraft - Streit um AKW-Laufzeiten

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Am besten steigen wir auf den Berg.

It's best if we climb the mountain.

Caption 9, JoNaLu - Ein Tag am Meer

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And finally, auf is also used with islands. 

Die Urlauber, die jetzt auf die Insel kommen, lassen sich den Wind um die Nase pusten.

The vacationers who come now to the island let the wind blow over their faces.

Caption 2, Die Insel Fehmarn - Gästeboom

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Further Learning
Other places and nouns that are commonly paired with the preposition auf when they are the destination include der Spielplatz, der Fußballplatz, der Fluss, die Messe, and der Turm. Don't forget that auf is also a two-way preposition, so you will also see it used with the dative on Yabla German to describe location.