What happens if you roll doubles 3 times then land on "Go to jail?"
You go to jail directly on rolling the third double, so there’s no opportunity to land on “go to jail”. 

From the Official Monopoly Rules (Hasbro)


  If you throw doubles, you move your token as usual, the sum of the
  two dice, and are subject to any privileges or penalties pertaining to
  the space on which you land. Retaining the dice, throw again and move
  your token as before. If you throw doubles three times in succession,
  move your token immediately to the space marked "In Jail" (see JAIL).