Hello Ryan, we usually use no article before proper nouns, but various types of nouns do take them, like rivers ( the Mississippi River ) but not lakes ( Beaverhills Lake ). And some, like your mall, are liable to be used either with or without 'the'-- it is a matter of local usage ( Mall is capitalized if it is part of the name); sorry I can't help you there: West Edmonton Mall didn't exist last time I was there.
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