The words that come after "the pretty nurse is selling poppies..." are "and though she feels as if she's in a play, she is, anyway..." which is a kind of surreal line, but the main reason it's "The pretty nurse" is that, from the point of view of the narrator, he's looking back on it in fond remembrance, and all the characters, the banker, the fireman, the barber, the nurse, are archetypes of his youth, and they remain so in his memory. It's almost as if they aren't actual people, who change over time, but are the lasting memories walking through this play the narrator talks about. It could be said that the time the characters are in, and the place itself, are forever in the narrator's mind as if in a timeless, never-changing bubble, in a play of continuous motion, which is how the narrator remembers things there. Therefore, they walk in and out as characters in a play, therefore the use of 'the' instead of 'a'- the nurse, the fireman, the banker - they're all types kept the same in his memory - in other words, HE, the narrator knows them all already, he's familiar with them all and can say, "the pretty nurse," 'oh, and here comes the pretty nurse...' since as the rememberer of this, he has previous acquaintance with them all. This is told through the narrator's internal point of view. "Penny Lane is in my ears and in my eyes."