Sandra,
To begin with, it you're travelling this August, it would be a really good idea to get an Itinerary sorted and hotels booked SOON! That's peak travel season and it's going to be hot, busy and crowded in Europe, not the most pleasant conditions for a first trip to Europe.
My first suggestion (you may have already done this) would be to read Europe Through The Back Door prior to your trip. It has a lot of good information on "how" to travel well in Europe. After that use the country or city-specific guidebooks to plan touring, hotels, local transportation, etc.
I'm assuming you've already bought air tickets? Where are you flying from (your profile doesn't indicate your location)? If my calculations are correct, your trip will be 26 days. You'll generally arrive in Europe the day after you depart home, so the first and last days will be required for flights, leaving 24 actual days "on the ground". You've specified 14 different locations to see in that time frame, which is an average of about 1.7 days each with no allowance for travel times between locations. Bottom line - you're not going to be able to get to all the places on your list, so you'll need to pare this down. You could start by listing each of the places above in order from most important to least important, and pick the 6-8 top locations on the list. The locations you choose will ideally be within a reasonably close geographical area to minimize both travel times and costs.
If your flights are now purchased, you'll have to work with your inbound and outbound cities. You could consider something along these lines.....
- D1 - flight to Europe
- D2 / N1 - arrive Madrid
- D3 / N2 - Madrid
- D4 / N3 - Madrid
- D5 / N1 - AVE high speed train from Madrid Puerta de Atocha to Barcelona Sants (buy P-P tickets - more on that below)
- D6 / N2 - Barcelona
- D7 / N3 - Barcelona
- D8 / N1 - Flight to Rome (check Vueling - book soon as prices will increase - early morning flight will likely be cheaper)
- D9 / N2 - Rome
- D10 / N3 - Rome (day trip to Orvieto?)
- D11 / N4 - Rome
- D12 / N1 - Freccia high speed train to Florence (90 minutes - buy tickets online - more on that later)
- D13 / N2 - Florence
- D14 / N3 - Florence (day trip to Venice?)
- D15 / N4 - Florence (day trip to Pisa? - you could go to Siena instead)
- D16 / N1 - Train to Nice (easiest trip will be departure at 09:00, arriving Nice Ville at 16:51, 1 change)
- D17 / N2 - Nice
- D18 / N3 - Nice (day trip to Monaco and Monte Carlo)
- D19 / N4 - Nice
- D20 / N1 - Train to Paris (use TGV high speed - 5H:37M, arriving at Paris Gare de Lyon - you can use the Metro or Taxi to reach the area of your hotel).
- D21 / N2 - Paris
- D22 / N3 - Paris
- D23 / N4 - Paris
- D24 - Return flight
You may have to tweak this a bit to fit your dates. With this version, you'd have to make a choice between Nice / Monaco and Gimmelwald. Either is possible but visiting both would be difficult due to the travel times involved.
Given the few rail journeys you'll be making, IMO a Rail pass is not a good value. You can purchase tickets online, sometimes at a discount, as long as you're willing to commit to a specific train. Tickets can be bought either from the rail networks or other agencies. I can provide more specifics once you're decided on an Itinerary. There are some potentially expensive "caveats" to be aware of when using public transit in Italy. If you need more information, post another note.
Especially as this is your first trip to Europe, be sure to wear Money Belts! If you're travelling with any electrical gadgets, you'll need Plug Adaptors. Be sure to notify your financial institutions that you'll be travelling in Europe so they don't freeze your cards. I'd also suggest packing along about €100 for travel expenses until you get settled.
I'm sure the others will have lots of suggestions.