\documentclass{exam}
%Set the font (output) encoding
%--------------------------------------
\usepackage[T1]{fontenc}
\usepackage[italian]{babel}
%Format the name of each exercise
\qformat{\textbf{\large Esercizio \thequestion}\hfill}
\begin{document}
\begin{questions}
\question I would like to have no indentation here.
\end{questions}
\end{document}