We use it when :

There is only one of something

The earth goes round the sun and the moon goes round the earth.
What is the longest river in the world?
Paris is the capital of France.
But
we use a/an to say what kind of thing something is
A dog is an animal.
Jill is a really nice person.
The sun is a star.(= one of many stars)

The sky, the sea, the ground, the country, the environment

We looked up at all the stars in the sky.
Would you rather live in a town or in the country?
We must do more to protect the environment.(= the natural world around us)
But
we say space (without „the“) when it mean „space in the universe“
There are millions of stars in space.
BUT: I tried to park my car but the space was too small.

Before same (the same)

Your pullover is the same colour as mine.
These two photographs are the same.

The cinema, the theatre, the bank, the station

I often go to the cinema but I have not been to the theatre for ages.

The radio

BUT: television(without „the“)
I often listen to the radio.
I often watch television.
Can you turn off the television, please?(= the television set)
We heard the news on the radio.
We watched the news on television.
But
There is not a theatre in this town.
I am going to buy a new radio / television (set).