Molo Audace runs straight into the Gulf of Trieste from the waterfront near Piazza Unita d'Italia. It is simple, open, and very Triestine: stone underfoot, ships and gulls around you, and the city lined up behind.
Come late in the day if you can. The pier is one of the easiest places in Trieste to watch the light change over the harbor and to understand how closely the city faces the sea.