I would like to know if I'm to include a title starting with an article in a sentence, for example "A Midsummer Night's Dream", is it correct to say "In the A Midsummer Night's Dream play" or should the sentence be "In the Midsummer Night's Dream play" with the article removed? I intend to keep this particular sentence structure and no quotation marks for the title if possible.
In the play A Midsummer Night's Dream,
with the title italicized and the article included and capitalized. The question of whether to include articles is more complicated when it comes to newspapers and such (where you'll see both "An article in the Economist" and "An article in The Economist"; the Chicago Manual of Style recommends the former over the latter), but for works of fiction, the practice of including articles is universal. Quotation marks are used for titles of short works such as short stories and poems, italics for titles of longer works; in both cases, though, the question marks or italics are mandatory.