It's too difficult to tell the and a in these sentences

I want to go to the school / I go to school

Using "the" usually means a specifc school.  Without the "the", it is more like the concept of school, not a specific school. 

I go to church/ go to the church Same here. Saying "to church" is as if you were describing a habit. To say "go to the church" is as if you were describing a specific event. 

what's the differnce?

I play the piano 

Why do you use the in front of a piano?? You don't have to use "the".  You can say "I play piano".  As an example, you could say "I play piano in a band".  
I play soccer? or the soccer? In American English, you would not use "the" with a sport. You could say "I play the game of soccer", but if you are shortening it, you would say "I play soccer". 

With the verb "to play", it seems like we (in English) don't take the name of the sport as the object of "to play" very often. It is almost as if we construct a new verb "to play soccer" and then use it in that way. I play soccer, you play soccer, we play soccer.  

With instruments, the usage could go either way. I play the piano. I play piano. It is almost as if the object is plural without using a plural form. I paint the wall. I paint walls. I play the piano. I play piano(s). But you would not ever say the plural instrument in this case.  I hope this helps. 

I go to jungle or go to a jungle

I go to the jungle. The destination in this case needs the article. 
you go to hell or go to the hell?

You say "go to Hell". You don't say "the Hell".  Things seem a little inconsistant. Here are some examples:  Go upstairs! Go to Hell! Go to bed! Go to the kitchen! 

Which one is right? and why??