He went __ sea alone.

The correct answer is option B.

Here it's prepositional error.

Preposition `TO' is used to show destination.

Also `go to sea ' is an idiom which means to become a seller,to embark on a voyage.

We see uses of other preposition

Into- we use this to show moment,any action which show moment.

Ex- He jumped into the well.

In -It is use to show place,time.

Ex- There is a pen in the cupboard.

On -it is use to indicate time,place.(When things are in direct contact,at surface area,in rest position)

Ex- there is a book on the table.