It is physical - You will sleep like a damn log your first three months. You will be moving and your senses will be overloaded. walking, walking, and more walking, going up and down subway stairs, running to catch the bus, third floor walk up, fourth floor walk up, dancing, carrying bags, hauling groceries, dodging tourists. We are in the elements. We are not going from big box store to work to farmer's market in our heated or air conditioned cocoons on wheels. We are *in it*!
Headphones - I break this rule a lot, because walking around Brooklyn with a soundtrack is a beautiful way to spend a day, but generally I keep headphones in on the subway to protect my precious hearing from the grind and squeals of the trains, but when I'm walking around I take them out. Not really for safety, although it is a good habit for safety, but more for the great things you could hear people say or the tunes your neighbors/restaurants/drivers are putting out there. It keeps you more connected to your community.
It’s ups and downs - One moment you could be getting romantic about the city, the characters you encounter, sunsets so beautiful you start to actually appreciate air pollution, watching a violinist make a kid smile and clap in wonder as she plays La Vie En Rose. The next minute something doesn’t work, or someone gets angry, and you’re late for your thing and you’re thrown into bouts of hot frustration by a subway system that borders on myth. Sometimes it feels like a cage and but most of the time you don’t know how you could live anywhere else. Sometimes you want to escape and then after a few days you want to come back and when you do it feels like home.
I could keep going, but I'm jealous you have so many new things ahead. As sofi said, don't give up!