Get felt up by security guards on your way the Ellis Island, Statue of Liberty ferry. They make you take off everything save for your undies.
Walk around. This is key. Notice. Take in. Stop at places that interest you. Wash & Repeat.
Broadway? Times Sqaure Toy's R Us, if only for the big ass T-rex and huge model sized NYC lego creations.
Movies. See ones that you'd never ever see, who knows you might even be surprised.
Take the subway. Visit parks. Etc, etc..