Whither is defined to means the place or state to which you are referring.(adverb)
If you don't know what place you are going to, this is an example of when you don't know whither you should go.
See whither in Webster's New World College Dictionary
Origin: ME whider < OE hwider: see what & hither
See whither in American Heritage Dictionary 4
Origin: Middle English
Origin: , from Old English hwider; see kwo- in Indo-European roots.
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