We generally use either 'the' or 'no article' with geographical names in English. There isn't a lot of logic! We just need to learn if we need 'the' or 'no article' for each kind of place.
We use 'no article' with:
- Lakes: We visited Lake Geneva.
- Mountains: I saw Mount Fuji from the aeroplane.
- Continents: She loves living in Asia.
- Most countries: She travelled to Chile last year. (But: The USA / the United States, the Netherlands, the Philippines, the United Kingdom / the UK.)
- Counties, states, provinces, regions: They live in California.
- Cities, towns, villages: He stayed in Paris for a week last year.
- Islands: Bali is popular with Australian tourists.
- Rivers: The River Nile flows through Egypt.
- Mountain ranges: We ski in the Alps every year.
- Deserts: She travelled across the Sahara.
- Oceans and seas: We sailed around the Mediterranean.
- Groups of islands: They went to the Canary Islands.