Where can I find a mapping between Wikidata entities and Geonames entities?
Wikidata:
GeoNames: 
Approximately since October 2014 there exists GeoNames ID external identifier on Wikidata. The current number of entities with this identifier is about 1 500 000.
You could retrive this identifier value for Antananarivo using the following SPARQL query:
SELECT ?geoNamesID WHERE { ?place wdt:P1566 ?geoNamesID VALUES (?place) {(wd:Q3915)} } The Geonames RDF for Antananarivo links to Wikipedia:
<gn:wikipediaArticle rdf:resource="http://en.wikipedia.org/wiki/Antananarivo"/> You should be able to use that to get the corresponding Wikidata entity.
wdt:P1566?