Learn Russian: Я никуда не иду.

In Russian, double negation is strictly required. When you use a negative word like никуда (nowhere/anywhere), ничего (nothing/anything), or никогда (never), you must also put не (not) right before the verb. Literally, this sentence says "I nowhere not am going."

I thought "nowhere" was нигде. Why does this sentence use никуда?

Russian has different words for location and direction. You use нигде when you mean "nowhere" in terms of location (where something is). But here, because you are talking about motion toward a destination with the verb иду (going), you must use the directional word никуда (to nowhere).

Why use иду instead of another verb for "go"?

иду comes from the verb идти, which specifically means to go on foot and in one direction. Since you are talking about a specific current action (or lack thereof), "I am not going [on foot] anywhere [right now]," this is the correct verb to use.

Is the word order strictly Я никуда не иду, or can I change it?

Russian word order is flexible, so you could also say Я не иду никуда. However, putting the negative word (никуда) just before the не + verb combination is the most natural and common way to phrase this in everyday speech.