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Generally, you say "I go to the beach". "I lie on the beach".
除非 beach 是一個地方,一個區域, 但要capital letter, Beach 是加拿大一個區域名稱.
On the whole, you had better say "I go to the beach".
I went to school in England. (是上學)
I went to the school yesterday.(是 particular that school)
Another example:
He left school ten years ago.
He left the school at eleven o'clock yesterday morning.
There are certain rules you have to abide by, but a lot of them depend on usage.