“We Are Who We Are,” Luca Guadagnino’s first television series, is an Italian-set coming-of-age drama about two teenagers discovering their sexual identities, but that doesn’t mean the filmmaker is simply riffing on his Oscar-winning 2017 gay romance “Call Me by Your Name.” As the filmmaker told Variety in an interview earlier this year, “I will never complain about people’s laziness, but that [comparison] sounds very lazy. ‘Call Me by Your Name’ is about the past seen through the prism of a cinematic narrative and this is about the here and now. This is about the bodies and souls of now. I think they are so different.”

So what is “We Are Who We Are”? The series centers on two characters who befriend each other on an Italian military base. “It” and “Shazam” breakout Jack Dylan Grazer plays Fraser, an introverted 14-year-old who moves to the base from New York with his military mothers,...