"A little nervous though ,2 borders 4 transfers.Hence I'm a little worried about messing up"
Border crossings on these trains are usually a non-event. You must have your passport with you in case it is checked, but these are no longer routine on this route.
As for transfers, remember that lots of people will be making the same transfers. The general principles of changing trains:
1) Know the stop before yours, and the time you are due at your stop.
2) A few minutes before you are due to arrive, gather your belongings and move toward the exit. Particularly at larger stops, you'll see others doing the same.
3) As soon as the train pulls into the station, get off.
4) If you at a dead end station (like Milano Centrale), head toward the front of the tracks. Find a departure monitor (not an arrivals monitor), and look for your next train. Then, go to that platform. Remember that you should look for your train number and the train's final destination (in the local language), rather than your destination. For instance, if you were taking a train from Venice to Florence, it will not be posted as a train to "Florence" or even to "Firenze," but instead to its final destination of Rome (Roma) or Naples (Napoli).
5) If you are not at a dead end station (most of them are in this group), you will have to go down to the passageway connecting the platforms, find your new platform, then go up to that platform for you next train. Larger stations can have ramps, escalators, or elevators from the platform level to the passageway; most stations just have stairs.
This is one of those things that is harder to type out than to actually do.Once you've done all of this more than once, it will be very easy.
Most important: if you're lost, confused, or having any trouble, don't waste time - ask for help right away! If you can't find train personnel to ask, most other passengers will be able to help, as they have done this many times.