Mr. Hale goes to John and Minnie Wrights' house because he wants to talk to John about sharing a party phone line. During the play's time setting and because of the isolated area, it was not uncommon for neighbors to have a party line. If you have seen old movies where the residents of a house or apartment have to connect to phone numbers through an operator, this is what a party line is like. Mr. Hale needs the Wrights or another neighbor to share the line with him so that it will be affordable and practical.
While this might seem like an insignificant incident in the play, it is actually quite important. John Wrights' negative attitude toward have a phone line installed demonstrates the extent to which he has isolated his wife. Not only do the Wrights live far away from others, but John has also hindered Minnie from being involved in normal social activities (singing at church). His denial of yet another means of outside human contact coupled with his killing the one thing that brings Minnie joy (her bird) prove too be the final impetus for Minnie to kill him.