No your first example is grammatically correct and your second is incorrect†.
In English there can be used in various ways but here we are using it as an adverb rather than as a noun as it seems you are thinking.
Now the adverb there has several senses that might require distinct cases or prepositions in other languages (or even in English if we were dealing with a noun and not there):
- "in" or "at" a place
- "to" or "into" a place
So you see that a sense of "there" already covers the preposition "to" thus making it redundant and in this case ungrammatical.
I have noticed that "to there" is a very common mistake among Japanese learners of English by the way.
†As Boob points out in another answer there are some circumstances under which "to there" is grammatical but I'll leave this as a footnote since this appears to be an English-learner question and I might make things more unclear if I attempt to cover those also.