Raul -
For general information on travel to Europe, I like Rick Steves guidebooks and shows on PBS. He tends towards frugal travel, but has good advice. In addition, we have been buying small guidebooks for the individual ports of call (ie: Top 10 things to See).
In my opinion, the number one thing to try in Italy is Gelato (Italian Ice Cream). The flavors need to be experienced, as they are very intense.
Here are some helpful websites:
www.ricksteves.com
www.cruisecritic.com
europeforvisitors.com
venere.com - Italian hotel finder
If you are arriving in Rotterdam on the same day as the cruise, make sure you bring extra clothing in your carryon bag. When we flew to Rome in 2001, our luggage was lost for two days. Fortunately, I had booked us for two days in Rome before the cruise. I had to buy some clothes in Rome, however. One lady on our cruise had her luggage lost for 5 days. Rick Steves has some good advice on packing light for your carryon.
In addition, make sure you can handle your luggage in Venice: we will have to travel by boat from the cruise ship dock to the main part of Venice for the hotel. In addition, wheeled luggage can be a problem on cobblestone streets. Most hotels in Italy have tiny elevators, and you may have to carry your baggage up the stairs to your room.
Most experts recommend getting some Euros before you go, so as to have some money as soon as you arrive.
Good Luck!
Bob