As the title of my question suggests, I want to know whether we can say both expressions are correct, or if one of them is wrong. Which phrase is wrong, and why?

I'm new to NYC.

I'm new in NYC.

I'm not a native speaker but I tended to use "I'm new to NYC" without a second thought. But a friend of mine told me it was wrong. So now I'm baffled between the two examples. I can't be 100% sure when it comes to such expressions because, as I said, English is not my mother tongue.