The correct option is C To
The correct answer is Option C.
TO is a preposition which means 'towards' or 'in the direction of' something.
In the given sentence, they go to sleep at 10 which means they go in the direction of bed.
Hence Option C is the correct answer.
The remaining options are incorrect because:
Option A : IN is used when we talk of something 'inside of' something.
Option B: ON is used we talk of something 'on top of' something.
Option D: SLEEP is the incorrect word and does not complete the sentence.