I require a suitable explanation why using "나는" instead of "제가" is incorrect.
It sounds weird; there would be a difference in the level of politeness in the whole sentence, using 나는 and then finishing with -요
저는 그리 예뻐요? is not accepted. Any reason or just an error?
I think 제가 is more appropriate. It has something to do with assuming the "I" topic was already talked about in a previous statement, in which 는 was used.
What does 그리 mean?
It means "that". It just explained that in the last few questions.
I've heard native Koreans use "저는 그렇게 예뻐요?" as well. I know thats not part of this lesson but its a more common way to say it.
Wouldn't 나는 그 예뻐요? also be a correct answer? Or does the posted answer just flow better in Korean?
No, you can't use 그 in that way here.