The story
- Englishgoing
- Proto-Indo-European*de
- Proto-Indo-European*doh₁
- Proto-Germanic*tō
- Proto-West Germanic*tō
- Old Englishtō
- Middle Englishto
- Englishto
- English todaygonna
Contraction of going to. Attested since 1913 (OED, "gonna"). The pronunciation of present participles with the sound n rather than ng has a long history (see g-dropping on Wikipedia).
Etymology from Wiktionary, CC BY-SA 4.0.