Yes, an American style breakfast is not something that italians eat. If there are any doubts, just google, "do italians eat breakfast." You'll find that just about every article says that breakfast is a coffee and a croissant (cornetto), usually eaten standing up at a bar, and that pastry, cake, or cookies are OK for breakfast. In our supermarkets we have a huge aisle of breakfast cereals. They have the same amount of space devoted to breakfast cookies. They're obesity rate is 9%. Ours is 30%.

When in Italy I usually just have a cornetto and cafe macchiato for breakfast. I was in Palermo last August, and after a spell in California I forgot. Sicily is known for its pastries, which are probably the best in Italy. I stopped in a bar for an afternoon coffee, saw some elaborate, creamy pastries and said to the lady behind the bar, "I'm going to come back after dinner and have some of these pastries for my dessert, they look delicious." She cocked her head and looked at me strangely, as if I was nuts, and said, "They're better for breakfast."

That's how you should view Italian breakfast, not bacon and eggs, but sweets. Of course, you are on vacation, and anything you want goes, but it's nice to be aware of the cultural differences.