Launching mp3 file from Finder, iTunes first tells me it's "copying" it - to where? I download MP3 podcasts when I have Wi-Fi to listen to when I'm offline.

I just download them onto the hard drive. I don't have an iPod or phone or anything else attached to the Mac, either by cable or BlueTooth, etc.

When I doubleclick on the MP3 to listen to it, iTunes starts up and I've noticed there's first a message telling me that it's copying the MP3.

Why? Where is it making this copy? Can I disable it? I don't need two copies.
It is putting the file in the iTunes library. you can find that location by going here:

iTunes Preferences &gt; Advanced


And it is listed under iTunes Media Folder Location at the top of the window.

Default behavior is to copy the file to the iTunes media folder. If you uncheck "Copy media to iTunes media folder when adding to library" on that same Preferences window it will stop doing that.