Matteu When I turn on the phone for the first time, will the language be Italian and will I be unable to change it on the original Android?
It's been years since I unboxed a phone running Google's stock OS, but I think it starts off with a language selector. Perhaps there are videos online?
Matteu If I install GrapheneOS, will the installation appear in Italian, or will I be able to see it in English and change it to German at some point?
The GrapheneOS web installer uses English. The post-installation "Setup Wizard" definitely supports English.
Matteu Is it true that when you buy a phone in another country, when you open a website, everything will always appear first in the language of the country where you bought it, even if you were able to change it previously?
I can't claim that's true of zero phones ever, but it definitely is not typical. (Some countries have multiple official languages, so "the language of the country" isn't well-defined.)
Edit: just be sure the phone allows OEM unlocking, which is often not allowed for carrier-locked phones. So an OEM-unlockable (aka "factory unlocked") Italian phone should be fine, but an Italian phone locked to an Italian cellular carrier might not be fine.