Being non-EU citizens means you will have to get some form of "long-stay" visa. Your best source for information about that would be the Italian Consulate or Embassy in Australia. Generally it's a matter of showing that you have a means of supporting yourself and some "reason" for moving to Italy (family, work, study, etc.).

As far as the "protocols" go - the first thing I'd recommend is LEARN THE LANGUAGE (if you don't already know it). Though it's not difficult to find English speakers when you're a tourist, it's entirely different if you're living there.

You may also want to check the website of the Australian Consulate in Italy. Very often they have information for their citizens living in the country and can connect you to expat groups or recommend ways to handle typical moving issues, like driving licenses and such.
Cheers,
Bev