Is it mistake?
Does anybody hear ABBA song "Slipping through my fingers"? Agnetha Faltskog sings "What happened to THE wonderful adventures". I suppose it should be THOSE. Am I right?

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The only mistake I can see is in your question, which should be 'Is it a mistake?'.

As for the lyrics, they're fine.There's nothing wrong with saying 'the wonderful adventures'. They are the specific adventures which she goes on to explain about ('The places I had planned for us to go'). You could also say 'those', but 'the' is fine. Why did you think it might be a mistake?

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И дальше тоже всё просто: THOSE - те, которые далеко, THESE - эти, которые близко :)

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Вас смущает здесь сочетание the + adventures? Так всё нормально, речь же идет об определенных приключениях (далее по тексту песни), поэтому THE.