'The' is the definite article. It is used to restrict the meaning of a noun to make it refer to something that is known by both the speaker or writer and the listener or reader (1).
Although "the grass" may not refer to a specific location, the definite article here specifies a grassy place of a type that would be to the author's liking (as opposed to other grassy places that would not). Had Wilde said "Let us sit down on grass" (i.e. without the definite article) the possible places to sit would clearly have been too varied and random (see comment below).
Cigarettes are many and, individually, unremarkable. There is no specific cigarette that the author has in mind.
Nature is unique. There are not multiple versions. There is only one. In this context 'the' is redundant.