Alexandra visited Italy when still Princess of Hesse.
From Sophie Buxhoeveden´s book:
"In January 1893 Princess Alix paid her second visit to Berlin, con-ling up for the wedding of two cousins, Prince Frederick Charles of Hesse and Princess Margarethe of Prussia. She fell ill there (with inflammation of the ears) and was advised to recuperate in a warmer climate. So her brother took her to Italy in the early spring of 1893. They went first to Florence, where Queen Victoria was staying at the Villa Palmieri, and then to Venice. Both were artistic and fully appreciated the beauties of Italy. Princess Alix was too busy sight-seeing with her relations, whom she met in great numbers on that trip, to write much; still she managed to send her old friend and governess, Miss Jackson, her "darling Madgie," "A few lines from your beloved Venice."
"We have been favoured with the finest weather [she wrote] so that you can imagine how enjoyable all has been. It is like a dream, so different to anything one has ever seen. And how interesting the different style of painting to the Florentines. . . . The delightful sensation of being rowed in a gondola and the peace and quiet. We used to take our tea on some island or other. . . . What a dream of beauty Florence also. . . . That view from San Miniato is too exquisite. Now we have once been here, I fear that we shall always long to come again."