Since you are from Italy, I suggest that you plan a trip to the state you prefer to live in just to see things with your own eyes and evaluate the environment, all you need for that is a passport and a plane ticket (make sue it is a round trip) as no visa is required for up to 90 days for tourists from Europe. once that is done and you still want to move in here, there are several ways to obtain a permanent residency and ultimately a Citizenship such as through work or marriage. check out the uscis.gov for more detailed information.
And there is no shooting or stabbing unless you are asking for it