Well I live in Scotland but it's basically the same.
- Which city depends entirely on what you like. Most big cities are the same, however many UK cities are highly populated and industrial and should be avoided such as Glasgow and Newcastle. Some are cultural centers like Bristol, Oxford, Edinburgh, Cardiff, Stirling and they are very clean and easy to live in. There are many cities close together in the South of England which are non-industrial and most of the content of the country is focused here, and it is warmer and greener. Avoid North East England.
- The prices are terrible on everything. You will be paying a lot more for food that is a lot worse than in Italy. In the Mediterranean you can buy fresh high quality food for 2€. The same thing would cost 10€+ in the UK. Avoid all British supermarkets and shop at places with foreign roots such as Lidl or Aldi, and also various Chinese or Indian shops - the quality is higher and the price is lower. Taxes are high, and renting your own flat is not cheap because of council tax.
- All cities have "English for Speakers of Other Languages (ESOL)" courses, but I don't know what they're like. Just search "Adult Education <City>" to find these courses. I don't know if it's too basic for you or not, perhaps you just need to socialize more than study.
- Britons are cold and institutional, unlike Mediterranean people. People are quite bland and simple, and they like rules, and are scared of new things. Just act Italian and they will fall in love with you, they love Mediterranean people. Pretty much everyone uses Gumtree.com in order to find things, buy and sell, and to advertise flats. You can even get free stuff on there. Britons say "Please", "Thank You", "Sorry" and "Excuse Me" A LOT and it can be a bit annoying. It's annoying for me and I've never even left this country.