Fresh is a separate experience
Ricotta is made by recovering proteins from whey through heating. Ask which milk the whey comes from and when the batch was made. A fresh portion should be treated as a chilled, perishable food, not as a shelf-stable cheese to carry around all afternoon.
Sweet, but not only sweet
Taste plain ricotta before trying a sweetened filling. For a cannolo, ask whether it can be filled when you order: this keeps the contrast between crisp shell and soft centre. Every pastry shop has its own balance of sweetness and additions; choose by taste rather than by the size of the display.
Fresh ricotta is not ricotta salata
Ricotta salata is a salted, firmer product used differently in the kitchen. Do not expect it to behave like a fresh spoonable ricotta. If you want something for pasta or to take home, describe the intended use and ask for the exact storage instructions for that product.
A note for your visit: stock and market activity change. Ask locally; this guide does not guarantee a particular vendor, price or opening time.