It depends. You can say "Io sono una ragazza" if you want to hightlight the fact that you and only you are a girl. For example: "Siete tutti ragazzi?" ("Are you all boys?") "No, io sono una ragazza" ("No, I am a girl.") Everybody will understand you if you want to add the pronoun in other circumstances, but we tend to simplify by not using it.

Less formal

Sono = I am

una = a

ragazza = girl

essere = to be

io sono = i am

tu sei = you are

lui, lei è = he, she is

In English, the verb 'to be' changes a lot depending on the subject pronoun. In Italian, this is so normal for all verbs that often you don't even need to say the subject pronoun because the verb makes the subject obvious. io sono = sono

This page discusses subject pronouns. http://italian.about.com/library/fare/blfare113a.htm

This conjugates essere (focus on the present for now) http://www.wordreference.com/conj/ITverbs.aspx?v=essere

And what MissSpell said is also true for spanish and brazilian portuguese as well