Decide what district you want to see. TAWNY (Take a Walk in New York) offers free guided tours of areas in the five boroughs. Visit the website for information on walk dates and meeting places.
Walk briskly when in Manhattan, and stay to the right. People who live and work there are on the move and don't have time to watch for gawking tourists.
Move next to a building if you need to stop. Think of it as a roadway on which you wouldn't disrupt traffic by stopping in the middle of the road. NYC walking traffic has a flow and an energy.
Go with the flow of the foot traffic at intersections; if there aren't any vehicles coming, keep walking. The "Walk" and "Don't Walk" lights seem to be a suggestion in New York City, not a rule.
Blocking a subway entrance or a door to a building may get you reprimanded the New York City way. Don't be offended, just keep in mind that you are hindering someone's ability to get where he or she is going.
