* Humidity can be quite bad in Milan, not really in Rome or Venice.
* Big hotel chains are not really present (the only exception could be Best Western) so do not plan to stay at normal 6C, Hilton, Marriott and so on properties ... you could be very near to an airport and very far from everything else in the very best case.
Luggage... as less as possible is good but avoid purchasing something you forgot home ( X 4 ) is better and save your money
* In Italy, follow Italian examples... drink mineral water (sparkling). The tap one is OK, but the mineral one is very good and not expensive at all.
* Train are OK, you can purchase a ticket (valid for 2 months) or the same ticket with the same validity plus a booking for that route for a specific day and time. Second class (Seconda classe) is usually quite good.
* If you have a GSM triband (900/1800/1900) handy or mobil phone, it could work in Europe. Any other standard simply does not work. And to call home with it could be even the cheapest way. All other call, like the one to your hotel could cost you like 2 transcontinental calls.
* Taxi or cabs are expensive, so use them if really obliged.
* Car rental can be a surprise, I do not dislike it but it can be more expensive compared to the US, but have a go and try at least for a day to drive a non US imported European car. Go for the ones with 'supercharged diesel engines'.
Incredible torque. A few rental car have 'airport' tariff something like 4 hours only and 200 KM.... but you need where to go. Ideal if you land, grab all your bags and family, drop them to the hotel and bring back the car to the rental company
* Italian men and women use a lot the body language, it can scaring to see someone moving so much but it's quite normal
* Avoid purchases of fake products, it's a crime.
* Duty free (FCO, VCE and MXP at least) are not really a good place where to shop. I was told the shops apply the full price without any discount, so it happens quite a lot (alcohol and tobacco excluded) the items are more expensive than anywhere else.