Good idea
I remember sitting on the Spanish Steps, in high season, looking down onto the Piazza di Spagna, watching the pickpockets weave in and out of the bustling throngs, casually dipping their hands into people’s bags.
Also, be cautious if you use the Stazione Termini, and are approached by smartly dressed, officious looking individuals. They’ll ask if you require any help, and being a visitor, that may be the case. They’ll ask for payment in lieu of your gratitude, and if you pull out your wallet for a euro, someone else will come along and make off with your wallet. It’s a common scenario.
Also be mindful if you take a taxi anywhere. Only use the city registered vehicles.
Just use a bit of common sense, and you’ll find it to be one of the most vibrant, and beautiful cities.