To that place; in that direction. It is old English of the kind you only meet in the Bible, in old poems, in fairy tales, and in law. Nobody says it in conversation today. Understand it, do not use it. Here is the thing that makes it interesting, and it is worth ten minutes of your time. Old English had two words where we now have one. For place, it had 'there' (at that place) and 'thither' (to that place) — and the same pair for 'here': 'here' (at this place) and 'hither' (to this place), and for 'where': 'where' and 'whither' (to what place). So 'go thither' meant 'go to there', and you did not need the word 'to'. That whole system has fallen away; today we just say 'go there', and 'there' has to do both jobs. If you have studied any Chinese grammar you will recognise the idea — a language can mark direction in the word itself. English used to; now it does not. The one place you still hear it is the fixed phrase 'hither and thither', which means moving about in all directions with no plan: 'papers blowing hither and thither'. That phrase is alive; the single word is not. You may also see 'thither' put before a noun in very old writing, meaning 'the further one' — 'the thither bank of the river' — but that is rare even in old books.