italy - learn some basic italian. not all italians speak english, and as with anywhere in europe if you learn some of the language and at least try and make an effort you will receive a far better reception than just saying "do you speak english?".
monza - research car parks. if you haven't already been allocated a car park (not entirely sure how it works over there any more), see how much information you can find out about as many car parks as possible. don't go ape if someone's sat in your seat on the quieter days. take a camera, but don't just focus on the circuit activity. potter around the circuit as much as possible, especially on friday. in fact, don't bother going to your seat until qualifying. it's a really great place. (and make sure the missus packs some comfortable walking shoes
)
venice is lovely, but it's a bit of a japanese tourist trap. use the boat busses, they're very reasonably priced and really good for getting around. you'll never look at a bus stop and a bus the same again once you've been to venice and they've roped the bus to the bus stop so you can get on
milan is ok, but if you haven't already got a car, try and get one to go to the lakes especially, and up into the alps too. it's a lovely area. the coast around genova, which is about 90 mins (ish) south is really stunning too.
err sorry, i rambled a bit there. great choice for your first f1 race, enjoy it