Leaving to collect small women's group, not even mums, to take a dip (2,8)

'take a dip' is the definition.
(take a dip can informally mean to swim)

'leaving to collect small women's group not even mums' is the wordplay.
'leaving' becomes 'going' (synonyms).
'to collect' means one lot of letters goes inside another (inserted letters are collected by others).
'small' becomes 's' (abbreviation - e.g. clothes size).
'women's group' becomes 'wi' (Women's Institute).
'not even' means one should take alternating letters (remove even-numbered letters).
The alternating letters of 'mums' are 'mm'.
's'+'wi'+'mm'='swimm'
'going' placed around 'swimm' is 'GO SWIMMING'.

'to' acts as a link.