Tickets can be bought from any newstand or tobacconist (marked by a 'T' outside the shop), or at the metro stop (there's usually a newstand in each stop) or from a ticket dispenser (only accepts coins). Milan is well-connected by its network of metro/tram/bus, so it's not really necessary to take taxis to get around the city.
What to be careful about is where you get in and where you get out. Don't panic if you left a metro station one way, and then can't get back to the same place on your way back. A single stop has multiple exits, not all necessarily exiting onto the same street.
If you intend to take multiple trips, buy the daily ticket (3 Euro), which allows you to take unlimited number of trips on a single ticket. However, if you plan your trip ahead of time, most places are within walking distance and you may get away with using single trip tickets (but for peace of mind and convenience, an additional 1 Euro is worth paying).

