If you use the preposition through, you are indicating a temporary passage. If you’re going through something, you usually won’t stay there. If you use the preposition into, you’re indicating entry to something. If you are going into something, your intention is to stay for a while.
These prepositions imply movement from one place to another. So, when a ball flies through a window into someone’s room, it flies through the window briefly, and stays in the room until someone finds it.
Examples with through:
- He’s going through a phase.
- We’re driving through a tunnel.
Examples with into:
- He walked into the room quickly.
- Put the toys into that box.