Moving to Milan - any tips?

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I just got accepted at the SDA Bocconi and will have to move to Milan in September (or earlier). Do you have any tips where to find housing (I've looked up most big sites for real estate already, I would like to spend 500-600€ / month), where to shop, where to eat, where to go out, if there are any unsafe areas, what NOT to do, how to get a cheap land phone, etc.?