The Italian preposition a can mean "to," "at," or "in," depending on how you use it in context. You will need preposition a in the following cases:

1. To express the idea of going somewhere or staying somewhere (with names of cities):

Vado a Milano. (I go to Milan.)

Vado al mercato ogni lunedì. (I go to the market every Monday.)

Si trova a Venezia. (It can be found in Venice.)

Si trova alla piazza. (It can be found in the plaza.)

2. Before direct objects:

Scriva a Rita. (He/she writes to Rita.)

Scriviamo alla zia. (We write to our aunt.)

Telefono agli amici. (They call their friends.)

3. The preposition a is also used with several verbs. Often those are verbs of motion, but in other instances it's a case of usage. That means either you'll have to commit them to memory, or, more likely, you'll grow accustomed to the usage over time as you listen and read Italian:

andare a... (to go to)

fermarsi a... (to stop)

incoraggiare a... (to encourage)

invitare a... (to invite to)

insegnare a... (to teach)

riuscire a... (to be careful)

venire a... (to come to)

4. To form several grammatical constructions with particular significance:

a mezzogiorno (at noontime)

alle tre (at three)

barca a vela (sailboat)

sedia a rotelle (wheelchair)