Credit card???

I just got approved for a Capitol One credit card and I should be receiving it in 7 to 10 business days. Can I use that credit card in Rome Italy when I go there in October? Good idea, bad idea? This is my first credit card and I want to do it right. Will they charge me fees for using it over seas? If it is cheaper/better to just use cash and convert that over to euros then I will do that. Help Please!!!