This phrase has the following significance: Suppose there is a basket full of apples; I do not want just any other apple but I want THIS particular apple. So when I am indicating (as if I am pointing my finger at the object) using "αυτό" I must always follow it by the article.
Just as in English Greek has "αυτός" for 'this' for something nearby and "εκείνος" for 'that' for distant things. There are times, however, where "αυτός" can be used for both e.g. "Who's the man in this photo?" while it's clear that the photo is near the speakers a normal reply could be "That's my father." "Ποιος είναι ο άνθρωπος στη φωτογραφία;" "Αυτός είναι ο πατέρας μου."
"I want this the apple" doesn't make sense in English, unless there was a comma, like "I want this, the apple". "Εγώ θέλω αυτό το μήλο" translates to "I want this apple."
Don't be tricked by the article. It's a Greek rule. The pronoun αυτός/αυτή/αυτό (when used as this, and not he/she/it), is always followed by the article ο/η/το.
Αυτό το μήλο είναι κόκκινο - This apple is red.
Αυτή είναι ψηλή - She is tall.
I hope it's a bit more clear now. ^.^
Glad to hear that. Maybe you'd like to have a look at these links although I'm not suggesting you "study" the alphabet because in time it will come naturally. These can be used as references.
FAQ - General Questions, Bugs & Reports
One of the reasons i started studying greek is to better understand its correlations to Latin, this one mìlo, being particularly similar to the latin malum (apple). One of the first ones to truly interest me was latin Mus, related to the greek Myo, both meaning muscle and mouse as the Greeks and the Romans though the muscles of the bicep looked like a little mouse was located underneath the skin.
Yup, you got that right and it makes sense in Greek. The nearly constant presence of the article seems a bit odd to speakers of some languages...English in particular. But you'll get used to it. Let us know if we can help with anything else. You may also like to have a look at the Greek Forum https://forum.duolingo.com/topic/936.