Every country has its own slant on the subject of when and what to eat when you want to eat something sweet.
Lots of Italians like to have breakfast at a bar because the coffee is made expressly at the moment and is often excellent. In addition, there is the option of a cappuccino or a caffè macchiato. These names are visual: Cappuccio means "hood." There is a little hood of foamed milk on the coffee in a cappuccino. Un caffè macchiato is coffee spotted with milk, because macchiare mean "to spot" or to "stain."
But another important feature of breakfast at the bar is that early in the morning, freshly baked pastries are delivered there. The breakfast kind are usually cornetti — similar to croissants, but sweeter than the French kind — that can be vuoti (empty), alla crema, (filled with custard cream), al miele (honey-filled) alla marmelata (jam-filled), ai frutti di bosco (berry-filled), and more.
There is also usually a selection of more dessert-appropriate pastries. These can be dolci alla frutta, alla crema (custard), alla panna (cream), etc. Think "cream puffs."
Many Italians like something sweet for breakfast, but others go for something savory like focaccia or some kind of sandwich.
Someone might ask you (to find out your preference at the moment): Dolce o salato? Dolce is an adjective meaning "sweet," "mild," and other things, but in terms of food, it means "sweet." Salato literally means "salted" or "salty," but in this case basically means, "not sweet," but rather along "savory" lines.
Dolce is also a noun meaning something to eat that is sweet. So when Italians talk about un dolce, or i dolci, they mean something sweet, that you might eat for dessert or with tea. It's very generic. It can be a torta (cake), crostata (pie or tart), una crema (pudding), un semifreddo (similar to an ice-cream cake, or frozen custard, but not really frozen, just cold).
Il dolce di Natale per eccellenza che oggi ho voluto reinterpretare, è il Monte Bianco.
The Christmas dessert par excellence I wanted to re-interpret today is White Mountain [Mont Blanc].
Captions 2-3, Ricette di Natale Il Monte BiancoPlay Caption
Getting more specific, we have:
Torta di compleanno. Con amarene sciroppate.
Birthday cake. With sour cherries in syrup.
Captions 76-77, Gatto Mirò EP6 Buon compleannoPlay Caption
Due porzioni di crostata di fichi, il Cavaliere alle mandorle.
Two servings of the "Cavaliere" fig tart with almonds.
Caption 30, La Ladra EP. 1 - Le cose cambiano - Part 10Play Caption
Un dolce is something sweet, commonly eaten for dessert, but not necessarily, but il dolce (with a definite article) usually refers to dessert.
Ho fatto un dolce (I made something for dessert).
È arrivato il dolce (dessert is served).
There are lots of wonderful Italian sweet treats, but you're better off tasting them to see what you like rather than trying to find an equivalent in English!