What are the problems associated with purchasing an Italian sim card?

Performance
No Italian dataplans offer unlimited traffic at the maximum available speed! All provide a traffic limit, and once over it, the speed is drastically reduced.

Sometimes the operator limits the speed, or blocks the connection, if you use specific services services like VoiP, P2P, and video streaming.

Often times tethering is inhibited or a fee is required for tethering. If the cell antenna is overloaded, almost every Italian operator applies “priority access” policy, which penalizes the more economical dataplans.

Contracts
Depending on your home country, it may not be possible to sign a Italian dataplan contract, for fiscal and / or legal reasons.  In most cases, the registration requires time in the store, is necessary to talk with store personnel who may not speak your language, and above all, will require you to sign an extended period (months or years) contract that consists of many pages.

Other risks
Often the operator applies extra costs for traffic over the standard amount.
In addition, you may pay for “services” related to “fraudulent” banners on some websites.

If you bring an additional device (smartphone or hotspot) from your home country in order to use the Italian sim card, you need to configure it, wasting your time, and may risk that the hardware is not 100% compatible.
In this case you would have to purchase an Italian device, which may not work once you return to your home country.