Field Name (First and Last)

The code in that post does work, if it's not working on your end it is because you did not implement it correctly. Here is the code you should be using.

Change Last Name to Cognome:

add_filter("gform_name_last", "set_gravityform_lastname");
function set_gravityform_lastname($label){
    return "Cognome";
}

Change First Name to Nome:

add_filter("gform_name_first", "set_gravityform_firstname");
function set_gravityform_firstname($label){
    return "Nome";
}

I implemented this on my test site and it worked fine.

Screenshot of my functions.php file showing the code in place:

http://grab.by/8Y0h

Screenshot of my form output showing the change on the form:

http://grab.by/8Y0k

The code works, you just need to make sure you are implementing it properly. It goes in your themes functions.php file as custom PHP.