I think I'm going to (do something)

This is how to tell someone what you want to do, if you don't think they will mind.

Hey, I think I'm going to order take-out for dinner.

In a lot of American workplaces, you can use this to ask your boss for permission to take vacation days or sick days. You might expect that it would be more polite to ask in this way:

Can I take the day off?

This isn't wrong, but it does sound a bit like a child asking for something from his parents. If you are allowed to take days off of work and it doesn't cause extra problems for other people, it's better to act a little more confident and tell your boss your plan, rather than asking.

All right, (sentence)

You can use "All right" at the beginning of a sentence when you're changing from one topic to another. For example, a history teacher might say this:

All right, I think we've covered the French Revolution. Now let's talk about the Napoleonic Wars.

You can also start a conversation or end one with the phrase "All right":

All right, tell me your version of what happened.

All right, well I guess I should be going.

head off to

This means to start going somewhere. You can say this if you’ll stay at that place for a long time – for example, to a new home or on a vacation.

Let’s get together before you head off to college.

They're heading off to Hawaii on Sunday.

We also say “head to,” which has a very similar meaning, but can be used for shorter visits, too.

I’m gonna head to the store. Need anything?