The future subjunctive basically isn't used at all in modern Spanish.
Even when it was used, it would not likely have been used in the instance you gave since it almost always was used in adverbial or adjectival clauses.
But, if you really wanted to use future subjunctive in your example we need to fulfill several things:
- Begin the sentence in future (that is, creeré)
- Use a verb that causes subjunctive (perhaps negating creer)
- Refer to action that will be simultaneous to or posterior to the action described in 1.
You could end up with a sentence like the following than:
No creeré que fuere allí.
But this sounds horrible.
In your sentence, you'll notice that even in English you begin with "I think", which is in the present tense. Thus we'll want to begin the same:
Creo que …
And the second bit in English, "I'll go there" can be equally well expressed in Spanish as "Voy allí", "voy a ir allí" or "iré allí" (and also will allí in front). All either explicitly or implicitly indicate future actions. If you include an adverb that indicates a future time, then even for "voy allí" which is ambiguous otherwise, there is no question we mean future. So you can say any of the following:
Creo que voy allí
Creo que voy a ir allí
Creo que iré allí