masu-stem🟠 + に + motion verb🟣 is a construction to mark a purpose. Whenever you see this set, you need to notice it's about a purpose of going/coming/visiting/traveling/etc.
- えいがを み🟠に いく🟣
to go in order to watch a movie
- ゲームを し🟠に くる🟣
to come in order to play a game
- にほんへ すしを たべ🟠に むかう🟣
to head to Japan in order to eat sushi
なにし🟠にいく🟣 has this pattern, too because し is a masu-stem of する and いく is a motion verb. A very literal translation of なにしにいく is "to go in order to do WHAT". You can get this by replacing a concrete object with なに ("what"). If you add とうきょうへ, you just get "to go to Tokyo in order to do WHAT".
- なにし🟠に いくの🟣？： Do you go in order to do WHAT? → What are you going for?
- とうきょうへ なにしに いくの？: Do you go to Tokyo in order to do WHAT? → What are you going to Tokyo for?
- とうきょうへ さくらを み🟠に いく🟣。: I go to Tokyo in order to watch cherry blossoms.
how do you say "What are you going to do to Tokyo?"
If this is a question where a response like "I'll drop bombs" is expected, it would be "とうきょうに(は) なに(を) するの？"