Student or Learner
1.What are the differences between these two?
2.Or they are expressed the same thing?("am going to" refers to plan to do something in the future; "will" refers to want to do something in the future)
3. How to tell these two?
I am going to study abroad.
I will study abroad.
The will future is the unmarked future: it simply indicates a coming event. The be going to future, as you say, indicates some sort of plan or other present evidence for the future event.