Some cultures find discussing sex openly inappropriate, so be aware of the social context when using this phrase. In some social gatherings, talking about going to bed with someone might be seen as rude.
Pro Tip 2/3
Possible Ambiguity
The phrase can be misunderstood as simply sharing a bed, make your intent clear if necessary. To clarify, I mean they actually went to bed with each other, not just slept side by side.
Pro Tip 3/3
Colloquial Use
It's a casual phrase often avoided in formal or professional settings. At the party, he casually mentioned going to bed with her, which sparked some gossip.