Learn Dutch: Waar is de natuur in deze stad? - Where is the nature in this city?

In English, we usually drop the article when talking about nature in a general sense (e.g., "Where is nature?"). In Dutch, general concepts and abstract nouns almost always keep their definite article (de or het). Therefore, you have to include de.

Why is it deze stad and not dit stad?

Stad is a de-word (de stad). When you want to say "this" with a singular de-word, you must use deze. You only use dit when pointing out a het-word.

I vaguely remember the plural of stad being irregular. What is it again?

The plural of stad is steden. It is a great word to review because it features an irregular vowel shift where the short 'a' turns into a long 'e'. This type of vowel change is quite rare in Dutch plurals.