I am a beginner, and I do not really understand the difference between に and へ particles. My teacher told that they can be used interchangeably when it comes to indicating "direction" and "destination", however, I have read that they are some exceptions when only of them can be used. Unfortunately, I haven't found an understandable explanation.
に can be used when you are going 'to', 'at' or 'towards' a location, while へ can be used only when you are going 'towards'. The exceptions exist in case of へ because of this fact; you can't use へ when you are going 'to' or 'at' at a location.
As a side note, this limitation of へ makes it far less popular to use as location marker; に can do it's work, plus other work too.
Even natives prefer to use に all the time.