>>1803566They're tough at the beginning because they have far broader meanings than english particles, but once you wrap your head around them they are very powerful. に specifies a target like in, to, or at, whereas へ has less functionality and kinda means towards, but is less ambiguous than に. Beginners should be more concerned about に and で and you'll eventually figure out when へ is appropriate. Best way to explain で is "by way of". It's not specifically pointing out a target of an action like に or へ, but it shows something used in accomplishing the action.
公園で歩く I walk in the park (by way of the park I walk)
公園へ歩く I walk to the park (towards the park I walk)
公園に歩く I walk to the park/I walk in the park (targeting the park I walk)
This last one is kinda ambiguous and unnatural because you target the park but you don't specify if you're there or not already. This is usually cleared up by context, using a different verb, using a different particle or adding auxiliary words to describe the situation better.