This wonderfully informative site is an excellent starting point to researching your Jewish/Italian ancestry.  You'll find everything from DNA information to former surnames of Jews by provinces such as Rome, Venice and Sicily. There are also plenty of resource links to explore.  Definitely worth checking it out!

From Italian Family History:

Italy has a very important role in Jewish history and genealogy: it is located centrally on the Mediterranean sea and serves as an important crossroad and an intersection between North and South, East and West, Sephardic and Ashkenazi culture.

If your ancestors lived in or came from Europe, there are many possibilities that a branch of your family went through Italy.

One of the best articles I have read about Italian Surnames was the Life in Italy website and written by By Elizabeth Walling.  A piece extracted from the article follows below.

Delving into the research of surnames, also known as last names or family names, is an exciting way to learn more about your family history. When researching Italian surnames, you will quickly find that each family name in Italy was formed for a particular purpose. Italy has always been known for its lively and extraordinary land and people, and Italian names exhibit these same qualities.

In the age of ancient Rome, individuals were named in three parts. These parts included a basic first name, a name in which a person's family was identified, and also a unique name that described that individual. 

Read the original article...