EU students must bring their European Health Insurance Card (See example below).
This card entitles the holder to any medical assistance that might become necessary during a temporary stay (but cannot be used for private sector health care providers). This assistance will be provided in accordance with the legislation of the host State.
For more details, go to: http://ec.europa.eu/social/main.jsp?catId=509&langId=en
Non EU students must obtain health insurance prior to their arrival in Italy. This is essential as health-care in Italy can be expensive. In addition, a Health Insurance Certificate is needed in order to obtain their permit of stay and, in some cases, a study visa. To verify that they are acquiring the correct health insurance, non EU students should check their policy first with the Italian consulate in their home country.