Italy is straightforward for women travelling alone. A few regional and situational specifics are worth knowing, and none of them are reasons not to go.
The realistic risk
Pickpocketing rather than anything violent, concentrated in Rome, Naples and Milan — around the main stations, on crowded buses and metro, and at the major sights.
The 64 bus in Rome between Termini and the Vatican is notorious enough to be a standing joke.
Bag in front, phone away on the street, nothing in a back pocket. That covers most of it.
Street attention
More common in some southern cities, and generally verbal rather than physical.
Disengagement works — no eye contact, no response, continue walking.
Enter a shop or café if it persists, which ends it.
Firmness in Italian is understood considerably better than politeness in English, and signals you are not a first-day arrival.
Most women report it as an annoyance rather than a safety issue, and it varies a great deal by city and neighbourhood.
Accommodation
Stay central, near where you will actually spend evenings, which shortens the walk back after dark.
Avoid the immediate station areas — Termini in Rome, Centrale in Milan, Napoli Centrale. They are cheaper and are the areas most consistently flagged in reviews for feeling uncomfortable at night.
Read recent reviews for comments about the street at night rather than the room.
B&Bs and convent guesthouses are common in Italy, frequently have genuine single rooms, and are quiet and central.
Transport
Trains are good and safe, and the high-speed network connects the major cities faster than flying.
Book seats on high-speed services rather than travelling unreserved, and prefer carriages with other people in them late at night.
Regional trains require validating the ticket before boarding; the fine is real.
Official taxis from ranks rather than anyone approaching you at a station.
Eating alone
Lunch is entirely unremarkable — restaurants are full of people eating alone on work breaks, and the fixed lunch menu is designed for it.
Dinner alone is less common and still unremarkable. Sitting at the counter or bar removes the question, and booking ahead avoids the moment of explaining you are one.
Coffee standing at the bar is €1.20 and is how everyone drinks it.
Aperitivo from about six is the most sociable and least conspicuous evening hour.
Where it is easiest
Bologna — a student city, walkable, with porticoes covering 40 km of streets and the best food in the country.
Turin, Trieste, Verona and Parma — northern, orderly, and easy.
Florence and Venice — small, walkable, and heavily visited, which cuts both ways.
Rome and Naples — both fine with the pickpocketing awareness, and Naples in particular rewards a slightly higher alertness in exchange for being the most interesting city in Italy.
Practical
Shoulders and knees covered at churches, which is enforced at St Peter's and major basilicas. A packable scarf solves it.
Tell someone your plans and check in occasionally.
Learn a few phrases. Italians respond to the effort, and it changes street interactions more than anything else.