Morata is likely to be leading the line for the current holders when they take on the Azzurri on Monday, with their defeat to Croatia on Tuesday having handed them a tie with the Group E winners.
The 23-year-old was bought back by Real Madrid for a reported €30 million fee this week, after the Liga giants triggered the buy-back clause in his Juve contract.
And with his now ex-teammates making up Italy's well-drilled defence, Morata knows he faces a tough task should he start for Vicente Del Bosque's side.
"I've spoken to them and some have told me to wear a helmet if I play," he told Spanish TV station Cuatro.
"They're the reason for the success at Juventus in recent years. The way they play is the characteristic of Italy, but we have to focus on our game."
Before their loss to Croatia, Spain were impressive in their opening two Group D fixtures – dominating the Czech Republic before thumping Sweden 3-0 – and Morata also spoke of the confidence in the squad heading into the knockout stages of a tournament they are hoping to win for the third-successive time.
"If you could put a camera in the hotel you'd see what a good atmosphere there is," he added.
"We hold back a bit in training because of the cameras that are around. I feel good and for me being here is amazing.
"It's a long tournament, and what happens against Croatia happens in football. The rival doesn't matter, we're where we want to be."