General Rule: No Article with Cities and Countries
Exception: Some countries always take a definite article, like "La India" (India).
Talk About a Specific Vision or Experience: If you’re describing a particular version or experience of the place, use the article.
La Venezuela que todos queremos es una donde haya más oportunidades.
Venezuela" is feminine (so we use la), and "que todos queremos" (that we all want) describes a specific idea of Venezuela.