I am trying to find out "for sure" if I can check my baggage at the station and then walk around Milan for a few hours before I take a train?
Also, has anyone had the experience of renting a plane from Rome to Catania, Sicily?
Thanks in advance.

Yes there is a left luggage room at Milano Centrale.

Renting a plane???? As in chartering one?

Here's something I found on the internet by doing a search..

Re: Lockers in Milan Train Station

--------------------------------------------------------------------------------

There are no coin lockers in the "Milano Centrale" railways station, but there is a "Deposito bagagli" (open from 4:30am to 1:30am next day, phone 02/6371-2212) where you can leave your luggage for 2.58 Euros apiece every 12 hours.

And here's the official confirmation from Trenitalia:

http://www.trenitalia.com/it/117be2a...azione_m.shtml

Scroll down to Milano Centrale and Deposito Bagagli.

I always use the link for Grandistazioni (www.grandistazioni.it) on the bottom of the official homepage for the Italian trains -
http://www.ferroviedellostato.it/

Milan Centrale
Rates per bag left
Deposit rates (for each bag):
3.80 € for the first 5 hours
0.60 € per hour for the next 7 hours (from the 6th to the 12th)
0.20 € per hour from the 13th hour
Located platform level open 6 am - midnight