Go gerund vs go to inf

How can I use gerund form and to infinitive with go? I found out in the Cambridge dictionary that go is used with -ing when we speak about general activities that involve movement.

If the activities have a clear beginning and end, then go + to-infinitive is used.
I also found out in another dictionary that go gerund is used with activities and we do not use go to inf with activities.

In another dictionary we use go to inf to move ot travel place for a particular purpose and they suggest we use shopping or fishing or dancing with go.
But why do we use shopping with go and not say go to shop or go to dance or go to watch or go watching?

Can you explain As for me, they are the same, and I do not understand what these dictionaries mean. How do I know to differentiate between them and use them in a correct way?