I just move to New York City three weeks ago. So I can definitely understand all the feelings going through your head right now. My situation was a little intense..... I got offered a job on a Wednesday and had to be in the city the following Tuesday for the first pre production meeting. I basically had 5 days to quit my survival job, find a replacement director for the show I was about to start rehearsals for, find an apartment, book a flight, and pack up my life and leave. It all happened so fast I didn't have time to really process any of it.
It is just now starting to set in and I am still trying to figure everything out. Taking what Kad said, I definitely am still learning how to be frugal. Eat at home and don't live in a trendy downtown manhattan neighborhood. My first day here I went to Trader Joes and Whole foods and bought food for a week and wasted most of it because I have been working non stop, so the last thing I want to do is cook a meal. I have been eating on the go constantly, and buying coffee out every morning. Once I get the hang of things in New York versus my life in Chicago I will be able to figure out how to make time to cook meals at home and bring them with me to rehearsals but since I've been here I've eaten out 90% of the time. I basically live at Pret and Fresh and Co.
This city is expensive as f*ck but it is honestly not as expensive as I imagined. Now that I live here I don't eat and go out to the touristy places or in certain neighborhoods that I would frequent when visiting the city. Uber is much cheaper than a cab. So if you need to take one- download the Uber app if you don't already have it.
Since living here I have wanted to see a show on every off night I've had but I have yet to pay more than 70 bucks for a show and two were free thanks to Gold Club and connections in the company. I have only seen 4 shows since being here though and two were free. So I haven't splurged on theater as much as I thought. I haven't seen Fun Home or Hamilton yet though....
Pay attention to where you live verse where you work or your friends live. Don't live in Washington Heights if you work in Brooklyn. The subway is very easy to get used to, its not as dumbed down as the EL in Chicago, and what Dramamama said is correct, Hopstop is great. I live on the UWS and most of my friends live in Brooklyn and it is a pain in the a$$ to go visit them. and Of course they never want to come up to where I live.
but I'm having the time of my life and the best experience of my career to date. I am living with some ridiculously talented Juilliard grads and working with some of the most talented, inspiring people that I am constantly in awe of . Moving here has been the best thing ever and I'm so glad I made the move and that I didn't have time to stress about it since it happened so quickly.
So enjoy your move and your life change. It may be scary and overwhelming at first, but in a little bit you will never look back. but yes, most important advice is learn how to be frugal-- unless you are making a really nice salary and can afford the luxury of splurging. It is still taking me a while to get used to. I like nice things, fancy restaurants, expensicve clothes, and going out.... but I've had to sacrifice that moving here but It was worth it. Depending on how soon you move, start saving now so you have a good chunk of money saved up. I didn't have time to start saving before the move and had to borrow 3,000 from my parents.
Good luck and ENJOY.