Can I reply to a received message?

It depends on the type of list and your profile with respect to the list itself. If the list is "open" it means that everyone can write, if the list is closed or moderated it is necessary to have writing permission or submit to the approval of the message by a moderator.

Where can I find the list of all lists?

The http://webapps.unitn.it/SympaInfo page, accessible via authentication, lists the mailing-list, searchable by keyword, of all active lists organized by domain. This list contains information about the types of users reached, the number of subscribers and the actions possible to your account on the specific list.
In order to subscribe or unsubscribe from a mailing list in some cases you can use the widget “Mailing List” in MyUnitn.

I don't want to receive messages; How can I unsubscribe?

It depends on the type of list. The Central Official Lists are intended to reach all the recipients identified by their institutional profile and are part of an official communication channel wanted by the management of the University, therefore these lists cannot be deleted. For certain "local" or other lists of interest, cancellation may be provided (see widgets in myUNITN).