Yes, because as if it wasn't bad enough that you have to learn oodles and oodles of words in a foreign language, in this case Italian, you also have to learn the different words for the proper nouns i.e. those that begin with a capital letter. How pesky is that?
A case in point- city words. Yes, because the Italians will insist on giving their own names to various cities all over the globe. Especially big or famous cities.
OK, here is a non-exhaustive list as it comes to me:
The Hague L'Aia (LIE-ah)
Munich Monaco ("di Baviera" is used if needed to differentiate from Monaco)
Regensburg Ratisbona (boy, they don't like German names)
Dubrovnik Ragusa (also Dubrovnik)
Saint Petersburg San Pietroburgo
Cairo Il Cairo
Mexico City Citta' del Messico
Sao Paulo San Paolo
Cape Town Citta' del Capo
God, that was so boring. And it's not even complete.