I wouldn't say pickpocketing is a major concern in Rome, Florence, or Venice. Yeah it happens, but probably not much more than it would in any touristy area here in the US. For unfamiliar tourists in Italy, I'd say my primary concerns are recognizing a scam and fending off the street vendors. Gotta know whether the lady harassing you for money is really just part of a roma scammer gang, or even when you're getting overcharged in a business. Shaking the dudes trying to sell you selfie sticks, umbrellas, rubber band helicoptors, etc. is a skill that directly improves the enjoyability of a place.