And, I went to (the/a) stadium.

You can say "the stadium" if it's obvious in context which stadium is being referred to (e.g. your local stadium, or a stadium you frequently go to). If it's some random stadium (e.g. in another city), you'd say "a stadium"

I saw some baseball games.

Assuming you did see more than one baseball game in this example, it's just a little more natural to use the word some here as well for a non specific quantity.

However, Iit was so hot.

A comma doesn't start a new sentence, so there's no capital letter on the next word unless it's a proper noun (or the word "I") that is normally capitalised. "it" is not a word that takes a capital letter unless it's at the start of the sentence.

I won’t to go stadiumgo to the stadium (again?).

Had to guess a bit at the meaning of this sentence. From the rest of the post, you did go to the stadium so saying you won't go to it sounds a little weird. "again" adds the nuance of you won't go there next time, which I'm guessing is what you mean?