una donna = a woman; la donna = the; articles for "a" are un, uno, una (un'); articles for "the" are il, lo (l'), la (l'), i, gli, le - the ones with apostrophes are used when the word begins with a vowel. also: un, uno, il, lo (l') are masculine singular; i and gli are masculine plural; una (un') and la (l') are feminine singular and le is feminine plural
Italian generally omits subject pronouns (io, tu, etc.), but DuoLingo puts them in. It's not good Italian. Also a lot of people here seem to be confusing Io (with a capital I) and lo (with a small L). If your computer or device doesn't show different characters, see if you can change fonts.
As you wrote below that your answer was "Lo sono la donna", that's the correct capitalisation of an incorrect answer: it's "io sono la donna". The Duolingo sentence is already capitalised.
P.S. I should clarify that what I mean by "correct capitalisation" is that Italian like English capitalises the first letter of a sentence: it does NOT capitalise "I" (io).