I'm not a native speaker, so while learning articles came across this example from an English speaker. He just told that natives discern them and one of them sounds "cooler". Could anybody explain, please, if you see the difference...
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When you say "hell", it is a reference to Hell, from religious stories. So, when you say "journey to hell", it sounds stronger, because it is like you are calling the place you are going to "Hell".
When you say "the hell", it sounds as if you are referring to some specific hell. Which hell? See Barmar's example above. The sense of it is really "hellish place".
It doesn't really make too much sense, because you would think that Hell would be the one that is "the Hell".
The expression that fits what many non-native speakers would think of as "the hell" is "hell itself".
You can also say "journey to hell itself". And that's pretty cool, especially if you are referring to some event. "That party was hell itself".
But your friend is right- "journey to hell" does sound the coolest.
"The hell" is about a specific hell:
A Brief History of the Artist from God to Picasso - Page 49 Paul Barolsky - 2010
As much as we dwell on Dante's status as pilgrim journeying toward God, he never allows us to forget that he is a poet, that his pilgrimage is the creation of poetic fantasia, which gives shape to the hell, purgatory, and paradise he envisions ...
In this case it's "the specific hell that he envisions," his personal version of the generic/general hell that is usually contrasted to paradise/heavens.