Hello Giulia,
You can easily translate this by modifying the language file which is located in /language/en-GB/en-GB.com_easyblog.ini . You could search for the text that you want and start translating it. In this case, you should be searching for the following text,
[gist]
COM_EASYBLOG_SUBSCRIPTION_SITE_DIALOG_TITLE="Subscribe to the blog"
COM_EASYBLOG_SUBSCRIPTION_SITE_DIALOG_CONTENT="By subscribing to the blog, you will be notified whenever a new blog post is created on the site."
[/gist]
If you have installed the French language pack for EasyBlog, you could find it in /language/fr-FR/fr-FR.com_easyblog.ini