The use of articles with geographical names isn’t a piece of cake. Your students have to remember a complicated rule. For example, we use the definite article with the name of a river, but we can’t use any article with the name of a lake. When we talk about a mountain or one island we don’t need any article, but the name of a mountain chain or group of islands is used with the definite article.
Don’t forget to tell your students about the difference in the meaning: Mississippi is the state in the USA, but the Mississippi is a river. There is a worksheet you can use to practise this topic with pre-intermediate level students.