One of the problems with using the internet is that your information is not always safe, and generally speaking, you have no idea when someone has obtained something from you. While Hong Kong is distinct from Mainland China, and does not share its heavy level of censorship, internet security is still a significant issue. This alone may make it with deciding to get an Italian IP address in Hong Kong.
When you are travelling, whether it is from one country to another or just within a city, one of the best ways to access the internet is through the use of WiFi networks. There are many places that have these, and most people are very familiar with using them. The problem with WiFi networks is that they have a very low level of security and it is actually very easy for a person to obtain some of your information while they are on the same network as you.
Another issue that you often experience when you use WiFi networks on a regular basis is sites that attempt to maintain high levels of security. Banking websites are one example of this. What happens is that if you try to access your account from too many different IP addresses within a set time, the website will lock you out. This can be really problematic if you have no way of controlling your IP address, or if you have to move around a lot.
Both of these problems can be resolved using the same approach, which is a VPN. The way that a VPN works is that it connects you to a network which influences your internet browsing. Part of the network is a VPN server, which is hosted in a different country. Normally you would choose what country you had as a VPN server, and ones that have good security and low censorship are best, such as Italy.
Once you are connected the VPN server is in between you and the websites you visit. This means that it prevents the websites from seeing your information. In particular, this means that you can use the VPN to get an Italian IP address in Hong Kong, because the websites do not see your IP address, instead they see the one from the VPN.
Your security is also increased because the VPN uses tunneling protocols and encryption that make it difficult for anyone to intercept your data.