EU, EEA, and Swiss nationals can benefit from the European Health Insurance Card (EHIC), which gives access to direct health care at public facilities by the Italian National Health Service (SSN) under the same conditions as Italian citizens. The Italian National Health Service provides free-of-charge health care (only administrative fees are to be paid in the form of "Ticket"). Please be aware that the EHIC does not replace private insurance policies, therefore feel free to buy the private insurance policy that better suits your needs.
Students don't holding an EHIC must take out a private health insurance covering the whole stay in Italy. As an exchange student you can also apply for the voluntary registration with the National Health Service (SSN) by paying an annual lump-sum fee of €149,77 at a Post Office. Please notice that registration with the SSN is based on calendar year and is thus valid from 1 January to 31 December of each year.
Remember to keep all payment receipts: most insurance companies will refund the medical expenses foreseen after returning to your home country by provideding them with all payment receipts and health documentation.
Here are some packsing suggestions that might be useful for your stay in Rome:
Pocket money: make sure to bring with you enough money to cover at least 2 months of rent (usually paid in advance upon renting a room/apartment) and living expenses for the first month of stay.
Adapters and transformers: Plan on buying them here, you can find adapters in hardware stores. A transformer converts foreign voltage to European voltage. Voltage in Italy is 220 Volts which may be different from the voltage in your country.
Laptop: If you have a laptop it is a good idea to bring it here with you. It can be useful for your studies, to contact your friends and family back home, as well as to store digital photos. If you don't own a laptop, it is not necessary to buy one, there are several places to access computers throughout campus (eg the Computer lab).
When I thinking about sheets, towels, and general toiletries to bring, don't overpack your suitcase if you're short of space. These are easily found in the local stores or shopping centers.