(KTHNX WIKIA FOR ERASING MY LONG ANSWER.)
Summarizing: shimejis are 1) East-Asian mushrooms and 2) interactive 'desktop buddies' rooted back in the 90's and recently revived by the Japanese (IIRC). They're called 'shimeji' because of the mascot's ability to multiply endlessly. Other than that, they have no real use. In fact, on the originator's site, the 'shimeji' program is called 'the world's most useless mascot.'
However, many (mostly fanmade) are incredibly cute.
Conclusion: you can have Italy on your desktop.
Secondly, I'm pretty sure they're 'safe': I've downloaded one myself. More than that, I haven't seen any solid evidence for shimeji ruining your computer, unless you consider 'cluttering your screen' to be part of that definition?
In any case, there's a Denmark and England, amongst others on DeviantArt, that you can look at for consideration <3