Yes, Giovanna is your second cousin (your mum's cousin's daughter). How nice to be able to show her around Sant'Arsenio. I look forward to seeing pictures of your relatives in the next few days!
The Bob Dylan concert sounds amazing. You say that, for your friend, 'it was a wonderful experience which he has never tried before'. In this sentence, you describe the experience ('wonderful') and then give us additional information, 'which he has never tried before'. The additional information is an example of a relative clause, used correctly to modify (give more information about or identify) a noun, 'experience'. You correctly use 'which' (a relative pronoun in this sentence) to introduce your extra information, because 'experience' is a thing. Usually: which = thing, when = time, where = place, who = person, that = place, person or thing.
'When' (time) and 'where' (place) are used in the same way as preposition + which. For example, 'the town where I was born' and 'the town in which I was born' are both OK. I think 'in which I was born' sounds a bit more formal that 'where I was born'.
Relative pronouns (which, that, who, where, when) usually follow their nouns directly. For example, 'the town was beautiful where I was born' is incorrect because 'was beautiful' separates 'town' (noun) and 'where (relative pronoun). 'The town where I was born is beautiful' is correct because the noun and the relative pronoun are not separated.
Your sentence, 'the region from where Josephine comes from' needs to follow one of the two 'rules' described above. You could delete the first 'from', to make the relative pronoun follow the noun directly; 'the region where Josephine comes from' Or, you could change 'where' to 'which' and delete the second 'from'; 'from which Josephine comes'.
Similarly, your sentence, 'Salerno, which Giovanna’s aunt Paola lives in' could be 'Salerno, where Giovanna's aunt Paola lives.' Or, 'Salerno, in which Giovanna's aunt Paola lives...'.
Have a great time showing your relatives around!
See you tomorrow.
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