In written speech we usually say "We are going to write some exercises on the board"
In oral speech if we want to give the information gradually leaving the important information for the end and add the element of suspence is it acceptable to say "Now, we are going to write on the board.... some sentences."
I don't recommend that learners take it as a model, but it's acceptable, if uncommon, English.
A learner comes out with something that one knows is a translation from their L1, that one knows is not very natural in English, and one that is certainly not what the writer of the coursebook exercise (or the teacher) was trying to elicit. What does one do?
I made the decision, years ago, never to tell a learner that something was ungrammatical/incorrect if it was possible, no matter how rare. Sometimes a 'white lie' would be more convenient in the short term, but if I expect my learners to believe what I say, then what I say must be (within the limits of my own knowledge) 100% true. In the long term, learners benefit.
We see all too often in these forums posts along the lines of, "My teacher told me X was not possible, but I hear English people say X all the time. Is my teacher wrong?" Well, frequently the teacher is wrong. Sometimes (not often) their mistake comes from pure ignorance; sometimes it comes from believing that what they have read in a grammar book must be true, and sometimes they just decide to take the easy way out and say that a rare usage must be incorrect. Both native and non-native speakers of English fall into all three traps. I used to, when I was less experienced. Thank Something there was not a usingenglish.com around in those days to expose me.