As cougr mentioned, you turn right (left) into (or maybe even "in to"?) a street (which means you're entering that street)
For other turns: (for future reference, maybe)
For freeways, highways, bridges: onto
turn (or veer) right (left) onto the freeway
turn right (left) onto the bridge
For roundabouts, intersections, landmarks: at
turn right (left) at the intersection
turn right (left) at the roundabout
turn right (left) at the service station (situated at/on an intersection)
For U-turns: "on, in" for street; "on" for bridge, highway; "at" for interection
Make a U-turn on X street
Make a U-turn in X street
Make a U-Turn on the bridge, on the highway
Make a U-Turn at the intersection, at the roundabout