The most violent culture shock is the switch from living in Italian tourist bubble to living in Italian societal and economic realities. The moment you realise that people yell and gesticulate not because it looks cute, but because how infuriating is the daily life there.
I found Italian people very friendly, and most of them would try to help me, a foreigner. Most did struggle financially. Most were unhappy with the tax man. Imagine making around the US minimum wage and constantly getting harassed by the IRS.