I don't live in NYC anymore, but when I did, there my roommate and I (also both from the west coast) regularly took hikes near the city! There's a few spots out in jersey that we tried out, but the real hiking is just up the Hudson! If you or a friend has a car, there's lots of beautiful hiking spots just about an hour or two away! There's some that are accessible by the Metro North commuter train as well, but those places tend to be a bit smaller

Also, I found it very easy to make friends in New York, as there's always someone who shares a passion or hobby with you!

Good luck on the move!