I'd like to go to . . . . . . . . China and see . . . . . . . . Great Wall.

Even though both of these nouns: China and the Great Wall are proper nouns, the rules apply differently here. China is a country and we don't use an article before most countries (China being one of them). When the proper noun is unique and there is only one in existence, like 'Great Wall', 'the' article is used.