Translation:The city of Savannah is a coastal city in the state of Georgia in America.
Savannah is its name, without a definite article. For names in English you can't generally put the definite article in front of it, unless it's part of its name (e.g. The Hague, The UN is fine; not "the Duolingo" or "the Paris"). The construction "CityName City" exists for some places like New York, where there is an ambiguity between the state and the city. New York City is actually the formal name of the city; again, not the case for Savannah. If we weren't talking about a proper name, "The savanna city" is correct but it would be a literal... savanna city, whatever that means. (Let your imagination run wild. I haven't been to Savannah, maybe it's just like that there.)
The construction used here ("The city of Savannah") sounds a bit formal, but can be an idiomatic way to highlight that Savannah is indeed a city. Here it is made redundant though, as it's pointed out once more in the sentence. I didn't try if "Savannah is a coastal city ..." would be accepted, but it would be the most natural sounding to me. But it is optional in Arabic as well, right? Is there any reason not to drop the first مَدينة?
سافانا مَدينة ساحِلِيّة
And btw America is a continent.
It is two continents, but there's really no mention of whether it is one or two in this statement so that isn't worth arguing about here.
Some of these sentences are strange. If that's your point I'd agree with you. I think it is trying to teach Arabic. The sentence sounds very strange in English and not something I'd imagine a US speaker of English saying. If we wanted to express that idea, we'd probably say something like "Savanah is a city on the East Coast of the United States, in Georgia." (That Georgia, and not the other one, in the Caucasus mountains, would be understood, I think, from context.) But the sentence, as written, may be perfectly natural in Arabic. I think we have to trust it unless we have enough knowledge to know otherwise.