According to Hinduism, where are we going?

Nowhere, we aren't going anywhere.

According to Hinduism, we are stuck in an endless cycle of worldly pleasures and the game of life and death.

The world is revolving in an endless loop of Satyuga, tretayug, dwaparyug and kaliyug(kaliyug is the current yuga or time period)and will continue doing so till eternity as it is a never ending process.

For satyuga- it is said that both good and evil lives in different worlds(devlok for good beings and patallok for evil beings)

For tretayug- it is said that good and evil lives in the same world(Lord ram and ravana living on the same earth)

For dwaparyug- it is said that good and evil lives in the same family(kauravas and pandavas in mahabharat).

For kaliyug- it is said that the good and evil become the same person(we can see that how good people turn into criminals and crimibals turn into good people).

And for the soul hinduism says that the soul is stuck in a game of birth and death. Whenever a person dies, it is only his body that gets destroyed not the soul. The soul gets a new life and is borned again in this world with a different body.

So, in Hinduism it is said that the goal of every person should be to attain moksha(moksha means liberation from the cycle of birth and death)through bhakti yog, dhyan yog, karma yog, gyan yog etc because remaining in this cycle is considered worthless in hinduism.