Learn Italian: Scusi, signora Anna, Lei ha un problema? - Excuse me, Mrs. Anna, do you have a problem?

Because we are addressing Mrs. Anna formally. Scusa is the informal "excuse me" used with family and friends (the tu form), but scusi is the formal version used to show respect with the Lei form.

Why is Lei capitalized and followed by ha instead of hai?

In formal Italian, Lei (often capitalized) is the polite word for "you". Even though you are talking directly to the person, formal Italian requires you to use the "he/she" (third-person) form of the verb. So, we use ha instead of the informal hai.

I learned to use articles with titles, like la signora. Why is there no la before signora Anna?

You use the definite article when you are talking about someone (for example: la signora Anna ha un problema). However, when you are talking directly to them to get their attention, you drop the article.

Why is it un problema and not una problema if the word ends in 'a'?