One of the first things you should probably do is order your metro pass. Go to the ATM station underneath the Duomo. You will need your passport and one passport photo. The cost is 17 euros and 10 euros a month. You can pay it all up front or you can renew it every month. They are supposed to take 2 weeks to process; however, mine took 4 weeks for no apparent reason, so be prepared. Once you have the card, you can use it on the bus, subway and trams. All you have to do is put it up to the side of the orange box to validate it. Most of the time if you have the card they won't check to see if you validated it. While you are waiting for your card to be made, they will give you a strip of paper for your receipt. I've heard some people have been able to use this as a temporary pass until you get your card when ATM asks you for your ticket but I've also heard from some people it doesn't work. So do what you will.
Permit to Stay
This is the most annoying thing you will ever encounter. You will have a meeting sometime during ILP, that will take you through filling out all the initial paperwork. Now, the beginning of the annoying process: You have to get a tax stamp (marca da bollo) from a tobacconist's store. I don't remember how much it costs but it's less than 20 euros. Now the kicker is that not all tobacci stores have them so you might have to go to a few. After that is taken care, you have to go to the post office (there's one between the Duomo and the Castle), to have all of this sent in and it costs 27.50 euros.
Central Post Office (metro stop: Cordusio, red line) Via Cordusio 4 - Opening hours: Mon-Fri 8.00 am - 7 pm
Then, after all that's done, there will be time slots to sign up for a Saturday date to go to the Police Station at Bocconi. So, yes, you all have to burn at least one Saturday morning and part of the afternoon do to this. I believe the police station is off the Yellow Line at Turati.
To this meeting at the police station you will need the following items:
1. A certificate -declaration of enrolment : available at “punto blu” select “Questura”
2. Original Bocconi acceptance letter (sealed by the Italian Embassy / Consulate when the entry visa was issued if possibly)
3. Financial Statement: a document certifying the availability of adequate financial resources (EURO 5.317,15) or a credit card (and a photocopy of it) accompanied by a document showing your bank balance or travelers cheque
4. Original health insurance policy (against the risk of illness and injury), valid throughout the country for 6 months / one year). The validity of the permit of stay can not exceed the duration of the health insurance, therefore if you have a health insurance policy which expires shortly, renew it
5. 4 identical passport size pictures
6. Passport + photocopy of the pages containing personal data + student Visa page
7. The original of the receipt of payment of € 27.50 for the issue of the residence permit on electronic medium (that you paid at the post office)
8. “Blue Form” (that you received during the Permit of Stay Session)
9. Electronic Permit of Stay renounce (that you received during the Permit of Stay Session)
10. Something to keep you entertained (a friend, iPod, book, etc.)
Codice Fiscale
The "Codice Fiscale" (Italian Tax Code) is a personal code which identifies each person within the Italian State when dealing with public offices or administration.
It is available at 6 locations, you will need:
ID or Passport (plus two copies of the personal data/visa information pages). Non-UE students are also required to produce the permit of stay (permesso di soggiorno) or receipt of the post office.
Complete green and white form provided at the Agenzia Entrate
There are also websites that can generate it. The Codice Fiscale is assigned based off some derivative of the letters of your name. I had one, but it did not serve me any use while I was there. So I cannot help you regarding use it for it.