The use of "a" implies someplace in general ... could be anywhere.
The use of "the" implies one particular place.
This won't hold true every single time, but it'll come close. Between these two sentences, the first one is better.
1. We are living in a world which is full of wonderful things.
2. We are living in the world which is full of wonderful things.
(In the sentence, do we have to use 'a world' or 'the world?' What is the difference between them? Do we have to use 'a world' here?)
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