"I arrive right away."
As an English speaker, I wouldn't use arrive in such a sense. It reminds me of my girlfriend's Italian father who always uses arrive incorrectly because of the Italian version. I would say, "I'll be there right away"
I also used pronto and got it wrong. I think it's an adjective, rather than an adverb? So, it would be the difference between "I arrive quick" (wrong: If you were going to use something like that it would be "quickly") vs. "I arrive immediately." I would guess that you could also use "presto"--for "soon"? But I haven't tried that.
Because this lesson is teaching about the word subito, not pronto. It wants to make sure you understand how to use subito.
"Pronto" in Italian means "ready", not "quickly". I think English borrowed that meaning from Spanish.
When shopping, this is something you hear all the time; it means that they are aware of your presence.