For a long time, I've dreamed of moving to Italy — and finally, I'm feeling ready to take that step. Before I get a more permanent visa, I'm doing a 90-day trial run in my favorite city, Naples.

For years, living by the sea near Naples was calm and easy for Julie Sutton, despite the “supervolcano” lying beneath her. Ms Sutton, a British expat from Manchester, moved to Pozzuoli in southern ...