Voy cocina.
a. al
c. a la
b. del
d. de la

When the preposition a comes before the definite article la, they combine in the form a la. We use al, that is a contraction of a + el, when we are taking about a masculine singular noun. On the other hand, a la is used when we are talking about a feminine singular noun. Here this feminine singular noun is cocina that means kitchen. Finally:

Voy a la cocina.