I know that there is a rule you should not use the article "the" before proper names. Ex: I went to Walmart yesterday.

But I know also that there are exception when you are talking about the "way" , "path" , rout, course anyway. When you are walking by or driving .

Base on this, grammatictly , in the sentence bellow: Shouldn't the author use "to the" rather than only "to Gorky Park"?

I FOLLOW THE MOSVA DOWN TO( ) GORKY PARK.

Question

I know that there is a rule you should not use the article "the" before proper names. Ex: I went to Walmart yesterday.

But I know also that there are exception when you are talking about the "way" , "path" , rout, course  anyway. When you are walking by or driving .

Base on this, grammatictly , in the sentence bellow: Shouldn't the author use "to the" rather than only  "to Gorky Park"?

I FOLLOW THE MOSVA DOWN TO(   ) GORKY PARK.

Answer

"Go to the Gorky Park" is slang - some people will speak like this, especially if Gorky is also an adjective, but it's not really the proper way to speak. "Go to Gorky Park" is the correct way to speak.

Answer

All of your examples are good with or without "the".  Yes, you can say "I went to the Walmart yesterday."  (So sorry to hear that you have Walmarts in your country.)

You can certainly say "down to the Gorky Park" and it sounds just fine.  When you say it that way you are, in effect, saying that you are going "down to the park", and "Gorky" acts as an adjective to tell which park.