Learn Italian: Vado a Roma domani. - I am going to Rome tomorrow.

Andare (to go) is a highly irregular verb. Instead of following the normal rules for verbs ending in -are, its forms change completely depending on who is doing the action. For "I go", you just have to memorize that it becomes vado.

Where is the word for "I" in this sentence?

In Italian, you generally don't need to say io (I) because the verb itself already tells you who is doing the action. Since vado can only ever mean "I go", adding io is unnecessary unless you really want to emphasize that you are the one going.

Why do we use the preposition a before Roma?

In Italian, you always use the preposition a (to/at/in) when talking about going to or being in a city. For example, you say a Roma, a Venezia, or a Londra. You would use in if you were talking about going to a country or region.

The sentence is about tomorrow (domani). Why is the verb vado in the present tense?

Just like in English where we can say "I am going to Rome tomorrow", Italians frequently use the present tense to talk about the near, planned future. As long as you include a time word like domani to make it clear, the present tense works perfectly.