We use 'a' or 'an' to refer to one of something, but not a specific one. Use 'the' to refer to a specific object, like "the Eifell tower", or "the Great pyramid".
If I said "I live in a house", it just means I don't live in a flat or bungalow, but if I said "I live in the house on the corner with the red door", that is specific.
There are many interesting cities, so each of them is "an interesting city".
If I looked out of the window and saw a man walking a dog, that's quite vague, but if there were two men walking dogs, and I wanted to differentiate between them, I might say "The man walking the black labrador..."
When referring to something unique, we always use "the" - e.g. "the leaning tower of Pisa". It is always specific.
I hope this helps.