Milan

A train reservatoin is not required. just go to the train station and get a ticket at one of the machines. you can English on the machines.
Milan, like Venice, is expensive. I stayed at a Marriott (using free nights I had built up) which required use of the subway to get to the main sights, but the subway system was very easy to navigate. If you want to see The Lsat Supper, be sure to make a reservation in advance. Otherwise, visiting the Duomo and doing some shopping around the main square will easily fill your day there. if you take a cab to the airport from your hotel, make SURE that the cabbie knows which international airport you are going to...Milan has two. I have friends with nightmare stories about getting dropped off at the wrong one, so I felt that this was worth a mention.

Actually you do need reservations for the ES train between Venice and Milan, but it is included when you buy your ticket. You do not need to make the reservation in advance, but you may save a bit on the ticket if you do buy in advance on Trenitalia.com. That is assuming you know when your cruise ship will dock and when you want to depart from Venice. It might be better to stay flexible and just count on buying your ticket when you are ready to depart. There are frequent trains on that run (more than hourly) and the journey takes 2/5 hours. If I were staying by myself in Milan, I would stay at the Antica Locanda dei Mercanti, in a very safe and pleasant location just off the pedestrian street, Via Dante. We stayed there last summer and loved it. You are also close to La Scala and Sforza Castle. Take a cab from Milano Centrale station to the hotel; I think it was 6 or 7 euro. Then to get to the airport, assuming your flight is from Malpensa, save what you would spend on a cab to the airport and just cab to Cadorna Station, which is very close (we actually walked). From there you take the Malpensa Express train directly to the airport. (There are now Malpensa Express trains to Malpensa from milano Centrale, but the area around that station is not an area I would want to stay, especially traveling solo.)

We stayed at the Hotel Berna last December and while it is a longish block or two from the Central Train Station, it is fine. There are, in one direction from the train station, a few streets that are not desirable, but the Berna is small, family run, and has a great breakfast. Convenient to hop on the metro/train station and very reasonable when we were there. (Their room rates vary wildly with convention schedules, and they are very close to a couple of other RS picks.)
It's easy in typical NYC style to use the corridors from the metro branching out to different street, take the stairs to street level using the McDonalds as a guide- McD's is on one corner of the street for several hotels. The Berna has a variety of rooms and we had one of the less expensive ones; they have airconditioning , elevator, and a couple of sodas & bottled water complimentary in the room. We liked Milan and the people in Northern Italy.