Bonjour Aurélie!

Question

What is the difference between "Je vais au Portugal" and "Je vais dans le Portugal" ?

Answer

Bonjour Heera !

"Je vais dans le Portugal." doesn't exist in French: it sounds really weird, like "I'm going inside Portugal", as if it was an object...
Portugal being a masculine country, "Je vais au Portugal" is the only correct sentence in French.

Have a look at this lesson:
https://french.kwiziq.com/revision/grammar/use-en-with-feminine-countries-and-aux-with-masculine-countries-to-say-in-or-to-prepositions

I hope that's helpful!
À bientôt !

Answer

Merci Aurélie. I had seen "Nous allons dans l'Illinois pour les vacances - We're going to Illinois for the holidays" and hence the question.

Answer

Bonjour Heera !

The rule is different for US states, regions or counties, hence "dans l'Illinois".

Bonne journée !

Answer

Merci beaucoup, Aurélie! Bonne journée!