Megan has a very exciting life, going many places, liking this, doing that...
Why has this got 'the' in front of the name for Italy but not such with the name for France?
I haven't heard a particular reason yet - it does seem rather random! Similarly with some town names such as y Fenni, y Drenewydd, y Bala, y Rhyl, ...
Some English names for countries and other places also include, or used to include, 'the', although it is no longer used with some nowadays: the Sudan, the United States, the Ukraine, the Gambia, the Ivory Coast, the Channel Islands, the West Indies, the Arctic, the Atlantic, ...
Because France is "Ffrainc" and Italy is "Yr Eidal". The definite article (yr) is a part of the name for some countries.
"i" (to) followed by "yr" (the) becomes "i'r".
the most important is that they make the difference betwen llydaw and ffrainc
And mae means "is", but "Is Megan in going to the Italy" is also wrong.
You can't translate word for word -- you have to translate to English grammar and phrasing.
We say "Italy" and not "the Italy" in English.