As the title suggests, can we say both 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 even second-thinking. But another friend of mine said it was wrong. So now I'm baffled between the two examples. I can't be 100% sure when it comes to such expressions in English as I said, it is not my mother tongue.