The ordinary phrase in US English is "You know what?" It is spoken with a falling intonation on know and a strong rising intonation on what:
Ya kno↘w wh↗at?
This is employed to announce that you are about to reveal some exciting piece of information, presumably new to your hearers:
You know what? —I won!
It has the prosodic contour of a question, but it doesn't "expect" an answer: it's a rhetorical question. But the speaker may pause to build suspense until they get an answer, which is normally "What?".
The "what" piece may be expanded to a full free relative clause, as in your Italian example, and in that case "what" may be replaced by another more appropriate interrogative:
You know what happened? —Bob won the 440!
You know who I just saw? —Bob!
In these the pitch-stress moves onto the piece after what or who:
You kno↘w → what h↗app→ened?
You kno↘w → who ↗I → just → saw?
There's also a version with the opposite intonation:
Ya kno↗w → wh↘at?
Ya kno↗w → what → happ↘ened?
This is typically employed to announce new information which is not exciting but unexpected and perhaps unwelcome:
You know what —we've been working on the wrong end.
We've completed our study and you know what —Bob was right all along.
As per comments, there's no real difference between the two idioms.
In other contexts (such as programming) an instance of something means an incarnation, actualisation, realisation (a real thing, as opposed to a definition of that thing). And an example can often mean an instructional case (perhaps specifically created for educational purposes).
But both for instance and for example are used in exactly the same way to introduce a specific illustrative case (or cases) - often with the implication it's just a random selection from many possible alternatives.
OP has already established that for example is more common (as my link shows, it's been increasingly displacing for instance over many decades). Initially, I was prepared to believe this might justify saying that for instance is "more formal".
But in fact I don't sense that myself, and I find no evidence for the idea. Consider these usage figures...
1a: for example I have (1,100,000 written instances in Google Books)
1b: for example I've 104,000
2a for instance I have 704,000
2b: for instance I've 76,500
In both cases the "informal" contracted versions account for about 1 in 10 usages, which strongly suggests no significant difference in terms of formal/informal register.
So my advice to OP is to accept for instance as an exact synonym whenever he comes across it, but to stick with majority/modern usage and always use for example in his own speech and writing.
Best Answer
You might try:
or
Both of these statements put the focus on the correctness of your speech, rather than any implication of the listener's inability to understand.
Your initial example of Did I make myself understood? is perfectly acceptable English and means what you want to say, but sounds a bit more formal. You're probably better off with one of the first two sentences, but you'd be understood if you said that.