Donna is an Italian word meaning "lady." It's a common woman's name in the US (think Donna Summer) but I don't think it's used as a name in Italy.
Oops I didn't mean it was an Italian name, I meant the origin of the word was Italian.
Donna is an English language feminine first name meaning lady in Italian. The original meaning is closer to lady of the home and was a title of respect, equivalent to Don for men.
And another possible origin which I'd never heard of before:
It is the modern feminine form of “Donald” meaning “world ruler,” which has Gaelic origins.