ESO Observations Show First Interstellar Asteroid is a Big Red Flying Dick
I assume it's headed for Uranus.
It is called 'Oumuamua, which is Hawaiian for "Giant Red Penis," and is not to be confused with Kanamara, which is Japanese for "Giant Pink Penis."
(OK, I lied. According to the dreaded "people who actually know what they're talking about," 'Oumuamua really means something like "the first scout reaching out."
Per the article, it "may well have been wandering through the Milky Way, unattached to any star system, for hundreds of millions of years before its chance encounter with the Solar System."