Hi there!

I will soon release my game on itch and i have to configure my payment settings. So i need help on this:

I think i'll use the collected by itch.io method, i want to put my credit card that's not PayPal, so from what i understand the system uses Stripe to mange financial things. The fact is that in the FAQ  it's written Stripes supports  only some countries and my question is if i'm not on those countries, can't i use it? Indeed i live in Europe, but not in one of those states

It's my very first time in selling sometimes so i need help

I think if you're using the "Collected by Itch.io" method, most of your questions/concerns don't matter. People who buy your game will pay either through PayPal or Stripe, and the money will go to Itch.io (in the US). Then, after 7 days, you'll be able to transfer the money to your own PayPal account. The country you (the developer) are located in will affect the amount of taxes/fees you pay, but besides that I don't think it will matter since Itch.io is the Merchant of Record.

So i have to create a paypal account to be able to recieve payouts from itch, right?

You could contact support and ask them if they have any other options, but generally yes, payouts are handled through PayPal.