Your choice of country to travel to will depend on two main factors: the abortion law in that country and your travel documents.
Most EU countries, with notable exceptions of Poland and Malta, allow abortion on demand in the first trimester of pregnancy. The United Kingdom (UK) and the Netherlands have particularly progressive abortion laws and they allow second trimester abortions as well (up to 24 weeks in the UK and up to 22-23 weeks in the Netherlands). The UK has no limit at all in cases where the fetus has a severe anomaly.
The abortion limit in Spain is 14 weeks, and in Italy it is 90 days (between 12 and 13 weeks). Be careful about people who offer an abortion in Sicily. There have been reports of women who paid several thousand Euro for an abortion in Sicily and have concerns about the quality of care they received.
If you live in Malta, you are likely to be either an EU/EEA/Swiss citizen, or a third country national on a Schengen Short Stay Visa (category C) or a Maltese Long Stay Visa (category D). All of these allow you to travel to Schengen countries without needing additional paperwork. These are the countries that currently form part of the Schengen area: Austria, Belgium, Czech Republic, Denmark, Estonia, Finland, France, Germany, Greece, Hungary, Iceland, Italy, Latvia, Liechtenstein, Lithuania, Luxembourg, Malta, Netherlands, Norway, Poland, Portugal, Slovakia, Slovenia, Spain, Sweden, and Switzerland.
The most notable omission from this list is the United Kingdom, which is not part of the Schengen zone. The UK has its own list of nationalities that do not need a visa to enter. Maltese and other EU citizens do not need a visa to enter the UK, but from October 2021 they will no longer be able to enter with an ID card and will need a valid passport. You can check whether you need a UK visa here: https://www.gov.uk/check-uk-visa