In Mark 6:45 Mark states that they are headed to Bethsaida. While John 6:17 states that they were headed to Capernaum.
There are a couple of possibilities here.

1. They were headed "toward" Bethsaida.
Mark 6:45 – [45] Immediately he made his disciples get into the boat and go before him to the other side, to Bethsaida, while he dismissed the crowd. (ESV)
The word "to", as it is used in the phrase "to Bethsaida" is the Greek word πρὸς. The glossary of the ESV Original Language Interlinear text (found on esv.org) for πρὸς says it could mean the following:
to (predominant translation, usually with verbs of motion or speech to mark the direction of the action), with, for, against, at, toward.
In other words, they were heading "toward" Bethsaida. In contrast, John 6:17 uses the word "to" as εἰς in the Greek, synonomous with the following (from the ESV Original Lang. Interlinear glossary):
to, into, in, for
This could mean that Capernaum was what they were aiming for, whereas in Mark Bethsaida could have been used as a reference for the reader, to aid in understanding what direction the disciples were taking when they set sail.
2. They had just been windswept by a storm and ended up being pushed farther west.
Immediately preceding the disciples arrival to the "land at Gennesaret", the disciples are battling a storm. Mark 6:48 says, "they were making headway painfully, for the wind was against them. (ESV)"
Also were they not already in Bethsaida?
No. Before the disciples and Jesus leave northward toward Bethsaida, it says in Mark 6:32: "And they went away in the boat to a desolate place by themselves," (ESV). This means that, after being rejected at Nazareth (Mark 6:1-5), and after preaching in the villages (Mark 6:6), Jesus wanted to take the disciples on a little vacation:
Mark 6:31 – [31] And he said to them, “Come away by yourselves to a desolate place and rest a while.” For many were coming and going, and they had no leisure even to eat. (ESV)
Nothing in Mark 6 indicates that they were already in Bethsaida.
Also you'll notice that in Mark 6:53 and Matthew 14:34 state they arrived at Gennesraet.
Incorrect. The text says, "they came to land at Gennesarat." This is not saying they landed at Gennesarat. Rather, the Greek word here is γῆν which is a noun, meaning, "earth, land, soil, territory" (ESV Orig. Lang. Interlinear). This could mean that they dropped anchor at the Plain of Gennesarat, which "extends in a circular arc from the north to the northwest" area of the Sea of Galilee.
