The use of the is governed by the rules of grammar. For your case,
Use the"the" before the names of rivers, oceans, seas and groups of lakes.
- For e.g., the Nile, the English channel, the Atlantic, the Great Lakes
Do not use the"the" before the names of lakes and bays.
- For e.g., Lake Geneva, Lake Erie
If you want a more thorough list, head over here.