Cambridge Online Dictionary and Oxford Dictionary defines the meaning of "Gonna" as
Gonna : Informal for going to.
But,
I'm gonna New York.
sounds odd to my ears.
I personally feel that "gonna" should be followed by a verb and its usage with a noun is wrong but I couldn't find any source to confirm it.
I want to ask if this sentence and my assumption regarding the same are correct or not? And why is it that no source mentions this rule?