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.
We use 'the' with:
-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.