Learn Italian: Mangio pane, formaggio e olive. - I eat bread, cheese, and olives.

Just like in English, when you are talking about an unspecified amount of a substance, you can leave out the article. You could use words for 'some' (del pane, delle olive), but just listing the bare nouns like pane, formaggio e olive is perfectly natural and common.

Why doesn't the sentence start with io (I)?

The subject is already built into the verb. The -o ending of mangio tells us that 'I' am doing the eating. You only need to add io if you want to emphasize that you are the one eating, as opposed to someone else.

Why does the word olive end in an 'e'?

Olive is the plural form of the feminine noun oliva (olive). In Italian, feminine words that end in -a in the singular change their ending to -e in the plural.

Why isn't there a comma before e (and)?

In Italian, you generally do not put a comma before the conjunction e at the end of a list. The English habit of using an 'Oxford comma' is not standard in Italian.