So far all the countries which we have encountered have been neuter, and are never used with the definite article. A small number of names for countries however are feminine and are always preceded by the definite article "die".
When you explain that you come from any of these countries, you also have to include the definite article with the preposition - but this article changes from "die" to "der". We shall see in a subsequent section that this is because it is now in the dative case.