Does it sound odd to say "I'll go to bed" instead of "I'm gonna go to bed"?

I just know that "I'll go to bed" sounds unnatural but can't tell why. Though, I believe I can use this sentence if I have things to do very early in the morning and think that it would be o good idea to go to bed now to get enough sleep.

But outside any context, does it sound odd to form such a sentence if I've decided to go to bed right at the time of speaking?

I really find it hard to explain the difference between "will" and "going to" at times.

Statements need to be analysed in a context. A likely context here is one in which you are sitting with your spouse watching TV and you announce "I'm going to bed. In other words that is what you are going to do right now. It is not a statement about the future, which is a typical context in which will is used.

You can also say I'm gonna go to bed, but this too is about what you are going to do now - unless you include a future time expression: I'm gonna go to bed after the film.

It is more difficult to conceive of a context in which you would say simply I'll go to bed. But it sounds more likely if you add some words to make it clearly about the future and not about now:

• I'll go to bed at the end of the film.
• I'll go to bed if you don't stop interrupting the film.

Here is a page that compares the use of will and going to:

https://www.grammar.cl/Notes/Future_Will_vs_Going.htm