I've got lost in Sicilian countryside?
I think the definite article "the" is necessary here.
The definite article should be used with a proper noun that includes or refers to geographical terms.
<a href="http://www.mit.edu/course/21/21.guide/art-pnou.htm">http://www.mit.edu/course/21/21.guide/art-pnou.htm</a>
You are talking about a specific place, so "the" complements the expression.