as again, I had never heard about Jojo in all my life until now. I just read the "plot" section from that page. From there, I went to read about
specifically. I'll give feedback from the perspective of a native Italian speaker in spoiler, as I feel it might be a little off-topic here and also includes potentially sensitive real-world religious references.
The name "Dio Brando" is Italian: "dio" is "god", both in the sense of a deity if you write it without a capital letter and in the sense of "God" (capitalized) in Christian religion. Under the explication of part 3: "Stardust Crusaders", is says that "Dio Brando (now referred to as only "Dio") awakens after his coffin..." which in my opinion is a very poor choice from the author(s), as in Italian if you only say "Dio", especially with the capital D, you are explicitly referring to the Christian God, so if you refer to this character as only "Dio" and not the full name of "Dio Brando" you're essentially turning them into the Christian God, which some (me included honestly) might see as blasphemous, especially when paired with him awakening from his coffin, which is just too close to Jesus's resurrection and only increases the sense of blasphemy. The sentence "Dio had managed to take over Jonathan's body" makes it sound even worse from that point of view. I'm sorry but here in Italy this connection would be immediate. I don't know if it's an intended choice by the author(s), but they should have absolutely avoided it. Also, "his daughter Holy Kujo": the words "holy" and "sacred" are both translated in Italian as "sacro", and "holy" being capitalized feels again blasphemous, as it makes you immediately think of the "Holy Ghost", part of the Trinity in Christian religion. ("the Holy Ghost" is "lo Spirito Santo" in Italian even though the word "santo" is the equivalent of "saint" in English.) I will not even comment on "to defeat Dio" if not to say that to an Italian it literally reads as "to defeat God". Even more blasphemous, and I'll stop at that. The verb "to defeat" is "sconfiggere" in Italian if you're interested.
As for "Brando", it's just a masculine given name in Italian, even if very rare nowadays, and NOT a surname.
In "Part 5: Golden Wind" we get blasphemous again: "Giorno Giovanna is the son of Dio..." Again, "Dio" capitalized is the Christian God, and "the son of God", in Italian "il figlio di Dio", is one of Jesus's main titles in Christianity. As for her name, the word "giorno" just means "day" and is not a proper name. "Giovanna" is a feminine given name, again first name and not a surname.
Still in the blurb for Golden Wind, I read that it's set in Naples ("Napoli" in Italian) and mostly I read about mafia, which I, as a native Italian, always hate because yes, mafia does exist, especially in Sicily ("Sicilia" in Italian), but it only furthers the stereotype that every Italian is mafious. I am not, as the majority of Italians, and I just hate the fact that a stranger assumes I must have some connections to the mafia as soon as they hear I am Italian. Not all Italians feel as strongly as me about this stereotype, but I do and I'm far from the only one.
"Bruno Bucciarati" is also an Italian name: "Bruno" is a real masculine given name in Italian, still not a very common one nowadays but much more common than "Brando" from before. "Bucciarati" is not a real Italian surname as far as I know but to Italian ears it sounds 100% like it could be a real one. If you told me that another Italian person has that surname for real, I would absolutely believe you with no hesitation.
In "Part 6: Stone Ocean" towards the end: "...prison chaplain Enrico Pucci, a loyalist to Dio who seeks the creation of a new universe..." Ok, "Enrico" is a real Italian masculine first name and "Pucci" is a real Italian existing surname, so the name "Enrico Pucci" is 100% Italian, and in fact I would not be surprised at all if multiple men with that name and surname existed for real here in Italy. I personally know nobody with that name, but I totally feel like I could meet one today for real. But that's not the problem, that's who he is (a "chaplain", "cappellano" in Italian, which is a real role in a Christian church) and the fact that it says that "Dio seeks the creation of a new universe", which again to an Italian reads blasphemous as what's literally written there is that "God seeks the creation of a new universe", which would totally be read as heresy here in Italy by many people (again, myself included).
In "Part 7: Steel Ball Run", the name "Gyro Zeppeli" might sound Italian to a stranger, but it's not. In the Italian alphabet, the letter "y" does not exist, as well as "j", "k", "x", and "w". In fact, the English alphabet has 26 letters, but the Italian one that we are taught in primary school has only 21. If you ever see one of those letters being used in a name, you can be sure it's not Italian. We Italians only learn those letters when learning a foreign language that has them. If it were an Italian name, it would be written as "Giro" and would be pronounced differently, as it were "Jeero" in English. "Zeppeli" could in theory be an Italian surname, but it just sounds wrong to Italian ears, it would sound much more natural with a double "l": "Zeppelli". That could absolutely be an Italian surname. It's not real, but it could be.
In "Part 9: The JoJoLands", "Jodio and Dragona" are NOT Italian. Again, there is no "j" in the Italian alphabet. If you change that "j" to an "i", you get "iodio", which is a chemical element in Italian (obviously "iodium" in English). As for "Dragona" it might sound Italian but it's not a real Italian name. If you remove the final "a", you get "dragon", which we all here are familiar with thanks to Magic, but what's called "dragon" in English is "drago" in Italian, without the final "n". The word "dragone" also exists in Italian, and it's the majorative form of "drago", so it's just a dragon that's big.
Let's move to the specific page about Golden Wind. Right at the beginning: "Golden Wind (...), also known as Vento Aureo". Here the translators did a very good job, as "vento aureo" is just the literal Italian translation of "golden wind" ("vento" is "wind", and "aureo" is an adjective that literally means "made of gold"), as did the author(s), as there is no explicit religious reference here. There might be an oblique one, as the Holy Spirit is sometimes referred to in the form of a wind in Christian scriptures, but it's very obscure and many Italian people don't know that. I do, but many don't. It would be neither obvious nor blasphemous, so I feel good about that.
Later it says "Within Golden Wind, the JoJo's Bizarre Adventure title is rendered in Italian, as Le Bizzarre Avventure di GioGio." Again, very good job by the translators, as that's the literal real Italian translation. The name "GioGio" honestly reads horribly to me, but it is indeed how you need to write the name "Jojo" for it to be pronounced in Italian in the same way as it is in English. Again, remember that the letter "j" does not exist in the Italian alphabet.
The following paragraph is: "Taking place in Italy in the year 2001, the story follows Giorno Giovanna, the illegitimate son of the long-deceased Dio Brando, who aspires to overthrow the boss of the corrupt mafia ruling his hometown of Naples with the aid of a team of fellow Stand users." I've already talked about everything here (the names "Giorno Giovanna" and "Dio Brando", mafia, and the city of Napoli as it's actually written in Italian), and "the long-deceased Dio" reads blasphemous again in Italian, just substitute "Dio" with "God" in English to get it.
Other proper names from the plot section (I've already talked about Bruno Bucciarati):
Guido Mista - "Guido" is a real and relatively common masculine given name in Italian, "Mista" doesn't sound like a real surname to Italian ears, but it's a real word in Italian: "mista" as an adjective is the feminine form of the adjective "mixed" in English. For example, "mixed salad" is "insalata mista" in Italian, as in a salad made up of many different vegetables. The masculine form is "misto", with a final "o" instead of an "a", but the meaning is the same.
Leone Abbacchio - I've already talked about this, both animals, "leone" is "lion" as a common noun but it can also be a masculine first name, it's just very rare as a proper noun, though it does exist. I've had a student in a real high school class a few years ago who is named "Leone". I'm obviously not saying his surname, though I do remember that as well. Much more common is... well, my own first name, Leonardo, that derives from that and literally means "brave lion" in the old Longobard language (that's where my username all over the internet, including here, comes from if you've ever wondered, 83 is my year of birth). "Abbacchio" is a young lamb, destined to become food, especially in the zone of Rome ("Roma" in Italian, with a final "a" which is actually pronounced, just imagine to say the word "Roman", as in "the Roman Empire", in English but don't pronounce the final "n" and you get very close to the actual Italian pronunciation of the name of the city of "Roma", the capital of Italy).
Narancia Ghirga - Not Italian at all. If you remove the initial "n" from the first word, that turns into "arancia", which is Italian for "orange" the fruit. "Ghirga" is just not an Italian word, so it's completely made up by the author(s).
Pannacotta Fugo - "Fugo" is again not Italian at all. "Pannacotta" is not a real name, and it actually sounds ridiculous as a given name in Italian, as "panna cotta" is a real dish, a sweet dessert. I've tasted it a couple times, but I don't like it. Many Italian people do though. It literally translates to "cooked cream" in Italian.
Polpo - Another animal in Italian, this time what's known in English as an "octopus".
Trish Una - Not Italian at all, the closest you can get is that "una" is the feminine form of both the English article "a"/"an" and of the number "one" at the same time. "Trish" doesn't even sound Italian.
Capri is a real island just outside Napoli (or Naples if you want to say it in English, "Capri" is the actual Italian name of that island).
Venice is also obviously a real Italian city, famous in the whole world. In Italian it's "Venezia". The "Church of San Giorgio Maggiore" is a real church in that city, and the name is spelled perfectly in Italian, except of course for the word "church", which is "chiesa" in Italian.
Sardinia is also a real island known in the whole world. It's its own region in Italy and in Italian it's "Sardegna". That "gn" sound is one of the hardest ones to pronounce properly in Italian for a stranger. It doesn't exist in the English language, but it can be found in some other languages too, such as Spanish.
Vinegar Doppio - What's known as "vinegar" in English is called "aceto" in Italian. The word "doppio" literally means "double", as in "the number 14 is the double of 7" (in Italian "il numero 14 è il doppio di 7"). The word "doppio" is NOT used as a real Italian surname.
Diavolo - I'll just say that it's a real word in Italian and it means "devil". I wouldn't have used that name if I were the author(s), and I won't say anything more about this.
Colosseum in Rome - Another Italian thing known in the whole world, in this case a monument, which name in Italian is "Colosseo". I've already talked about Rome above.
Jean Pierre Polnareff - This is French, not Italian.
"Execution Squad (La Squadra Esecuzioni)" - Perfect literal translation. I couldn't have done better as a native Italian. Most under that squad are real Italian food dishes: "risotto nero" ("nero" means "black"), "formaggio" ("cheese"), "prosciutto" ("ham"), "pesci" ("fish" in plural form, singular is "pesce"), "melone" ("melon"), "gelato" ("ice cream", "sorbet" is "sorbetto" in Italian and it's a kind of ice cream). As for the rest, "illuso" means "deluded" in English (it's a false friend: it looks like it comes from "illusion" but it's actually a different thing), and "ghiaccio" means "ice" in the sense of frozen water. None of those are real Italian proper names.
Elite Guard Squad (L'Unità Speciale) - Not as literal as the previous one but still quite good. Literally "l'unità speciale" is "the special unit" in English and "Elite guard squad" is "squadra di guardia Elite" in Italian. All but one of the names are real Italian words, though again, none used as a proper name: "squalo" is "shark" the animal, "carne" is "meat" as in the kind of food, "cioccolata" is "chocolate", and "secco" is an adjective that can mean multiple things in English: "dry" (as opposed to "wet") and "slim" (as opposed to "fat") being the most common ones. "Tizzano" is just not an Italian word, even though it does sound similar to the proper masculine name "Tiziano", which is also the name of a famous Italian artist.
"Scolippi" means nothing in Italian, it's not a real proper name or surname, and is completely made up to sound Italian but it's not. Obviously, "Michelangelo" is a real Italian artist known in the whole world, so much that one of the Teenage Mutant Ninja Turtles (simply "Tartarughe Ninja" in Italian omitting the first two words, "teenage" is "adolescente" in Italian and "mutant" is obviously "mutante") is named after him. Another one is Leonardo, and since I was a child I've been a big fan of the TMNT as I've always identified with him. I'm proud to share my first name with him, obviously named after "Leonardo da Vinci", another Italian artist and scientist known in the whole world, who I'm also very proud of sharing my first name with.
None of the rest that I've read are real Italian names or words.
Sorry for the length and for being forced to touch potentially sensitive topics. I just had to if I wanted to explain properly, and I'll be honest: after that I'm happy I had never heard about this before and I have no more will to check it out at all. If you enjoy it, good for you, and if it makes you happy then it makes me happy too without having to watch it myself.