In the absence of target treatments or vaccination, the SARS-CoV-2 pandemic can be impeded by effectively implementing containment measures and behaviors. This relies on individuals' adoption of protective behaviors, their perceived risk, and the use and trust of information sources. During a health emergency, receiving timely and accurate information enables individuals to take appropriate actions to protect themselves, shaping their risk perception. Italy was the first western country plagued by COVID-19 and one of the most affected in the early phase. During this period, we surveyed 2,223 Italians before the national lockdown. A quarter of the sample perceived COVID-19 less threatening than flu and would not vaccinate, if a vaccine was available. Besides, most people perceived containment measures, based on social distancing or wearing masks, not useful. This perceived utility was related to COVID-19 threat perception and efficacy beliefs. All these measures were associated with the use of media and their truthfulness: participants declared to mainly use the Internet, while health organizations' websites were the most trusted. Although social networks were frequently used, they were rated lower for trustfulness. Our data differ from those obtained in other community samples, suggesting the relevance to explore changes across different countries and during the different phases of the pandemic. Understanding these phenomena, and how people access the media, may contribute to improve the efficacy of containment measures, tailoring specific policies and health communications.