How do you know when to include the "the"? (For instance, "l'acqua".) Apparently it is atypical to say "il formaggio"?
"Io mangio formaggio" and "Io mangio il formaggio" have different meanings. If you don't use the article, you are saying "I eat cheese" as an habit. If you use it you are saying "I am eating the cheese", the piece of cheese right here.
No, it is pronounced "-jo" (not "-jeeo"). If there were no i, it would be "-go".
You don't need to say those, but in this context not having those would change the meaning of the sentence. "I eat cheese" and "cheese" have two different meanings.
It's just how people talk, but it could be right also with the "il" before "formaggio".