I know that furniture is an uncountable noun. But when I write the sentence
"What nice furniture this is!",
I still get the feeling that something is missing here. Is it really correct without the indefinite article (a) before "furniture"?
I hadn't thought that "What nice furniture" might be referring to one piece. If that is the intention, then that would be wrong. It would have to be as Algrif says, "a nice table", "a nice piece of furniture", etc.