Leave your luggage in a safe place, available at a convenient location at Rome's Termini Railway Station, in the proximity of airport bus terminal, public bus terminal, and Metro Lines A/B. The indicated price is per piece of luggage.
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The main transport hub for both local transport in Rome and train links to the rest of Italy is Roma Termini or Rome Terminal station.
Rome Termini is the main station in Rome, and the best station to use for the city centre. It's called Termini not because it's a terminus, but after the nearby Roman Baths of Diocletian, as the Latin for baths is Thermae. There's been a station here since 1863.