Alışveris merkeziye gidiyoruz.

We are going to the shopping centre.

Thank you

You should read about "pronominal n". Simply let me explain:

merkez-i-n-e

You see this "i" It is third person singular possesive suffix(other one is si). And after it always n comes as a buffer letter. We call this "n" pronominal n.

Alışveriş merkezine gidiyoruz.

Another small error.

As gokuyum has explaıned, after any noun that displays a ´possessed´ ending ....(s)i/ı/ü/u you need this ´n´ before adding another suffix

eg hafta sonu = weekend (literally - the end of the week)

hafta sonunda = on the weekend

hafta sonuna kadar = until the weekend

alışveriş merkezinden = from the shopping centre

Gokuyum and Henry thank you soo much!

Gokuyum, I´m in an English-explaining mood 

To me, simply let me explain, sounds wrong as

simply is acting as an adverb for let,  

yani sadece kuralı açıla .......?

you could say .....  just let me explain

or the common expression...... let me explain (it to you) simply, 

which is like .... to tell with a simple or basic explanation