This usage of head is an informal extrapolation of the meaning "to set the course of" as in "head a ship northward" (see Webster). In formal usage, you can head in a direction or head toward a destination, but "head" refers just to setting a course (direction of movement).
In common usage, though, head to or head over to have come to mean "go to" (referring to the destination, itself, rather than the direction of the destination). Either will work in your sentence, and both can be intended to mean the same thing, but in some case, they can have slightly different nuances.
Head to can sometimes have a meaning closer to the formal definition. "Let's head to the mall" can sometimes mean "let's start going in the direction of the mall (potentially subject to change if we see something more interesting on the way or think of a better destination before we get there).
"Let's head over to the mall" typically means that the mall is the intended destination and let's go there. "Over" contributes the sense of going directly there, as in "jumping over" other potential destinations along the way.
There can also be a different nuance in comparison to go to. "Let's go to that place" is very goal directed. You've specified a destination and an action to get there. It implies that getting there is the immediate objective. Head to or head over to doesn't imply any sense of urgency (in fact, they are often used as "softer" instructions to imply a lack of urgency), analogous to, "Start going in that direction and keep going until you get there, but feel free to focus on other things in the process."