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1.
Gokkheim is a place, a location. It can be Hell, Timbuktu, Farawayistan, or just any place that you don't bother using the real name for, or indeed don't know/can't remember the name for, in that particular situation. Usually, it's far away from your present location.
1.
Erik: Is Harold in town?
Wilhelm: No, he's gone to Gokkheim for his holiday.

2.
Harold: You wanna go diving this weekend?
Erik: No sorry I can't, I'll be in Gokkheim this weekend
-ask Wilhelm.
by E. F. H. May 21, 2006
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