Learning Italian is the number one recommendation people are given when they move to a new country to work, and in Milan that still applies.
While some people will have some English language knowledge, it will likely not be enough to do everything you would normally do back home. Therefore language lessons in some guise are a priority for many expats.
One-to-one lessons are the quickest way to learn, and can be done either in person, at the office, or even online via Skype. They can be arranged as frequently as required, and can be tailored towards a certain industry, for example finance/fashion.