If you are in Venice this March or April, there is one delicacy you should not miss; the castraura, a vegetable available for only 6 weeks at the end of March and into April. As a tourist, it's a perfect thing to buy at the Rialto market while you blend in with the locals, since you can buy it and eat it on the spot, no cooking required.
Castraura is the first bud of the artichoke. The Consorzio del Carciofo Violetto di Sant'Erasmo is a consortium of 20 producers on the island of Sant'Erasmo who grow these delicacies. They're quite expensive, around 3 euros for 10, at the Rialto Market. After plucking the outer leaves, you can enjoy them raw, with simply a dash of oil and a pinch of rock salt. I guess that's why the word literally means "castrated"!
They are also delicious braised in the oven with a little olive oil and white wine. The secret is not to overcook them. They are sometimes served fried, but it is a bit of shame eating them that way, as they tend to lose their most delicate aromas.
TravelWithCarnet.com (where I read about this) also has some wonderful tips on other foods you must try in Venice including: specialty Seafood, Veal, Soups, Pastas, Cocktails & Desserts. They also review restaurants, hotels, things to do, shopping, etc. in Venice, Italy.