You say vado in Roma, or vivo a Italia, and you have picked the preposition the way English told you to. English has “to” for going and “in” for being, so a looks like the travel word and in looks like the staying word. Italian is not making that distinction at all. It is asking a different question, and the question is about the place.
Cities take a. A Roma, a Milano, a Parigi, a Berlino. Countries, regions and continents take in. In Italia, in Toscana, in Europa, in Francia. That is the rule, and the important part of it is what it leaves out: motion. The same preposition covers going there and being there. Vado a Roma and sono a Roma. Vado in Italia and vivo in Italia. You never have to choose between arriving and staying, because Italian is not encoding that here. The verb already says it.
This is genuinely good news, because it halves the problem. One decision, made once per place name, and it holds for every verb you put in front of it.
Vado a Roma domani.
Vivo in Italia da tre anni.
Mia cugina abita in Toscana.
Sono stato negli Stati Uniti.
Torno a casa alle sette.
The fourth sentence has an article inside its place name, which the others do not. A country whose name comes with an article keeps it, and the preposition merges with it: negli Stati Uniti, nei Paesi Bassi, nel Regno Unito. The rule has not changed (these are still countries and still take in), but the article is part of the name, and in plus an article is written as one word. A few regions do the same: nel Lazio, and nelle Marche because the name is plural. Most regions do not, and take a bare in the way in Toscana does: in Piemonte, in Veneto, in Abruzzo, in Trentino, in Friuli.
The edge that trips people up
Islands split, and they split by size. A large island behaves like a region and takes in: in Sicilia, in Sardegna, in Corsica. A small one behaves like a city and takes a: a Capri, a Ischia, a Malta. Nobody has drawn the line on a map, and you will not need them to: the islands that come up in conversation sort themselves into two short lists, and the big ones are big enough that you already think of them as places with regions inside them.
L’anno scorso siamo stati in Sicilia, quest’anno andiamo a Capri.
The other edge is the set of ordinary places that follow neither rule, because they are fixed expressions. These are not cities or countries, so the rule has nothing to say about them, and each one simply comes with its preposition attached. In centro, in città, in montagna, in ufficio, in banca, in vacanza. And al mare, al cinema, al lavoro, al ristorante. Some take a with an article, some take a bare in, and the pattern behind it is not worth reconstructing. The ones you will actually meet are a handful, and you meet them one at a time in real sentences.
A casa sits in this group and has a partner worth separating. A casa is the fixed expression, and it means home in the sense of the place you are going back to: vado a casa, sono a casa, resto a casa. In casa means indoors, inside the building, and it contrasts with being outside: i bambini sono in casa perché piove. So sono a casa tells someone where in the world you are, and sono in casa tells them you are not out in the garden. Both are ordinary, and they answer different questions.
Two further notes, since they come up almost immediately. With a street or a square, Italian uses in: abito in via Garibaldi, ci vediamo in piazza Navona. And where English says “at someone’s place”, Italian uses da with the person: vado da Marco, sono dai miei. That is a different preposition doing a different job, and it never competes with the two here.
How to hear it
The useful question is whether you could walk across the place in a day. If yes, a. If no, in. It is not a law and it was never written down as one, but it sorts cities from countries, and small islands from large, and it is close enough to what an Italian ear is doing that it will get you through a conversation without a pause.
If the place is one you say often, stop treating it as two words. A Roma is one sound, in Italia is one sound, and neither has a preposition in it that you choose. That is how the names arrive in speech: attached to whatever they attach to, the way a casa is.
And notice what that does to a sentence with both in it. Abito a Roma, in Italia, da due anni. The prepositions look inconsistent side by side and they are not: one word names a city, the next names a country, and each takes what its own size gives it. Nothing in that sentence is about where you are going.