J’ai envie de me promener au bord de la mer ce soir.

Because in French, je contracts before a vowel sound.

• je + ai becomes j’ai
• This is very common:
  • j’ai = I have
  • j’aime = I like / I love
  • j’habite = I live

French avoids the awkward vowel clash in je ai, so the e drops and is replaced by an apostrophe.

Avoir envie de literally means to have a desire to, but in everyday English it often means:

• to feel like
• to want to
• to be in the mood to

So J’ai envie de me promener means something like I feel like taking a walk.

Why not vouloir?

• vouloir = to want
• avoir envie de often sounds softer, more personal, and more like a current feeling
• vouloir can sometimes sound more direct or stronger

Compare:

• Je veux me promener ce soir. = I want to go for a walk tonight.
• J’ai envie de me promener ce soir. = I feel like going for a walk tonight.

Because the fixed expression is avoir envie de + infinitive.

So you say:

• avoir envie de manger = to feel like eating
• avoir envie de sortir = to feel like going out
• avoir envie de dormir = to feel like sleeping

Here:

• J’ai envie de me promener

That de is required before the infinitive verb.

Because the verb here is se promener, which is a pronominal/reflexive verb.

• se promener = to go for a walk / to take a walk / to stroll

When you use it with je, se changes to me:

• je me promène = I go for a walk
• j’aime me promener = I like going for a walk
• j’ai envie de me promener = I feel like going for a walk

In other words, the infinitive stays promener, but the reflexive pronoun changes to match the subject:

• me for je
• te for tu
• se for il/elle/on
• nous, vous, se

Not really in natural English. Even though it uses a reflexive pronoun in French, it usually just means:

• to go for a walk
• to take a walk
• to stroll

So you should usually learn it as a single unit: se promener.

French uses reflexive forms more often than English does. So while the grammar is reflexive, the natural translation often is not.

Au bord de la mer means by the sea, at the seaside, or along the seashore, depending on context.

Breakdown:

• au = à + le
• bord = edge / side / shore
• de la mer = of the sea

So literally it is something like at the edge of the sea.

In natural English, this sentence could be translated as:

• by the sea
• at the seaside
• along the seafront
• on the seashore

depending on the exact situation.

Because à + le contracts to au.

This is a basic French contraction:

• à + le = au
• à + les = aux

So:

• au bord = at the edge / by the side

You never say à le bord in standard French.

Because mer is a feminine noun.

• le / du are masculine
• la / de la are feminine

So:

• la mer = the sea
• au bord de la mer = by the sea

If the noun were masculine, you might get du instead:

• au bord du lac = by the lake
• au bord du fleuve = by the river

But with mer, it has to be de la mer.

Ce soir means this evening or tonight.

French often puts time expressions toward the end of the sentence, especially after the main idea.

So:

• J’ai envie de me promener au bord de la mer ce soir.

This sounds very natural in French.

You could think of the sentence structure as:

• I feel like
  • going for a walk
    • by the sea
      • tonight

French word order is often more flexible than English, but this end position for ce soir is very common and natural.

Yes. Which translation sounds best depends on context.

• ce soir can refer to the evening of today
• In English, that may become this evening or tonight

For example:

• On se voit ce soir ? = Are we seeing each other this evening / tonight?
• Je travaille ce soir. = I’m working tonight / this evening.

So both are possible translations.

Yes, absolutely.

• J’ai envie de me promener... = I feel like going for a walk...
• J’ai envie d’aller me promener... = I feel like going to take a walk...

Adding aller can make it sound a little more like to go out for a walk, but both are natural.

The version in your sentence is simpler and very idiomatic.

It would mean something different.

• Je me promène au bord de la mer ce soir. = I’m taking a walk by the sea tonight / I walk by the sea tonight.
• J’ai envie de me promener au bord de la mer ce soir. = I feel like taking a walk by the sea tonight.

So:

• je me promène describes the action itself
• j’ai envie de me promener describes the desire or feeling

That distinction is important.

It is neutral and very natural.

It is not slang, and it is not especially formal either. You could say it:

• in everyday conversation
• in a message to a friend
• in normal spoken French
• in simple written French

It sounds like standard, natural French.