Yes, many old time Italian pastry recipes do call for lard. I have several family recipes that call for lard, but I have long since changed over to a Crisco/butter combo. However, if you are going to use lard, be sure to get leaf lard, which can be difficult to obtain. Otherwise, you are in danger of your baked goods having a bit of a porky taste, which is not what you want in sweets!
Porky cream horns. That might just be the decision maker! I noticed that sometimes my nonna would write "lardo" and other times "Crisco". Her recipes are very VERY general. Do you think they use the butter flavoured Crisco, veggie shortening or what? There are so many kinds out there.
for what you are doing i would use butter, although i'm sure there are some family recipes calling for lard...
try making a pie pastry/tart shell recipe using butter, and compare w same recipe using lard to note the differences.
lard is better for some handheld pastries, mexican breakfast pastries, etc
butter for most "danish"/northern european, middle eastern pastries.
leaf lard is a premium lard that comes from around the kidney area of the pig. most lard on the market is rendered lard, and it's cheaper because each pig yields so much of it. leaf lard can actually be hard to find, but i would rec querying your local board to see if you can get some to try.
You could use either really and you'll be fine.
Lard has less water content than butter, which has some affects on pastry but they are minor and probably not a huge concern for a novice.
Lard also has a slightly different melting point than butter - so again in some applications people like ti better because it doesn't melt as quickly.
Lard has a different flavor than butter - which some people like and others don't. Personal preferences.
So really I won't stress over the differences. I like lard in my pie crusts - for flavor and because I have warm hands so I think they are flakier with lard. That could just be superstition but that is my preference.
Keep on baking!