Basically letting Itch.io handle payments is the easiest option. As you mentioned on your post, Itch will take care of all taxes related to the sale. Selling to different countries has different rules and laws to follow.
However apart from that, you need to pay taxes based on your income. This only concerns you and the country you live in. I’m not familiar with how this works in Turkey, but it should be similar to earning an income being self-employed.
There are differences between selling as an individual or as a company. In some countries, selling as an individual is a simpler process, but you may end up paying more in taxes. It also means that if someone sues you, you can go into debt and lose money.
Selling as a company (again depending on the country) could mean you pay less taxes, but it’s a more involved process, often having to pay some money to set everything up. However if you get sued, the worst outcome is the company going bankrupt, your personal finances will not be affected.
Hope that covers most of your questions. As I mentioned earlier I’m not familiar with the laws in Turkey, so make sure to check the government’s website, or check with a lawyer, to confirm all the details.