Compatibility summary
You will need a travel adapter in Saint Helena; plug types used there differ from Italy.
Plug comparison
Italy plug types: C F L
Saint Helena plug types: G
There is no common plug type between Italy (C F L) and Saint Helena (G). You need a travel adapter.
Voltage comparison
Italy: 230V, 50Hz
Saint Helena: 230V, 50Hz
Voltage difference is within a range many devices tolerate; check your appliance label.