Why Italians live 'in via Roma' and not 'su via Roma'
When you give an address in Italian, the street or square takes the little word in, with no article: in via Roma, in piazza Duomo, in viale Europa. The house number comes after the name, not before it as in English.
English speakers often get this wrong because English changes the preposition: we live on a street but at a number, and we meet in or on a square. Translating word for word gives sentences like su via Roma or a piazza Navona, which sound odd to most Italians. The fix is simple: one preposition, in, for every named street and square.
The pattern is always the same: in + type of street + name + number. The type word (via, piazza, viale) is usually written in lower case, and there is no article between in and the type word. In writing, many people put a comma before the number: in via Roma, 10. Both in via Roma 10 and in via Roma, 10 are correct.
Compare the word order with English. English says 21 Mazzini Street, with the number first and the type word last. Italian turns this around: via Mazzini 21.
The same in works with verbs of movement too. Italian does not switch to another preposition when you go somewhere.
The most common word in Italian addresses is via, used for an ordinary city street or road. You will see it on almost every envelope and map.
A town square is a piazza. On its own, in piazza often means the main square of the town, the natural place to meet.
A viale is a wide avenue or boulevard, often lined with trees. It is masculine, but the pattern does not change.
A vicolo is a narrow alley, typical of old town centres. When it has a name, it follows the same rule.
Other street words behave the same way: in corso Vittorio Emanuele, in largo Argentina, in lungomare Colombo.
The rule is for named streets and squares in an address. When you describe a street or square without its name, you use a normal article, just as in English: nella piazza principale (in the main square), nel vicolo dietro casa (in the alley behind the house).
The typical mistake is copying English: su via Roma or a via Roma. In Rome and parts of central Italy you will actually hear a via or a piazza in everyday speech, so don't be surprised if you meet it. It is a regional habit, though, and in is the form that works everywhere.
For any named street or square, say in with no article, then the type word, the name and finally the number: in via Mazzini 21, in piazza Duomo, in viale Europa 12. Forget English on and at, and only use an article like nella or nel when the place has no name.