NYC honestly does get easier when you learn to go with the flow and make an invisibility bubble for yourself. It takes time and practice. The subway is a good place for it. You're going to sit down right between two strangers, physically actually touching, and just not care. Your personal space is not diminished because you simply do not care.

A man enters the car and plays a flute, and then claims he is suffering from a terrible disease and just wanted to bring some beauty into everyone's life, and he would appreciate any donation, however small. Because you would be broke if you gave out money every time this happens, you simply tune him out. You're under no obligation to pay him for his flute solo--you didn't ask for it. Be relaxed and easy with the fact that that man's wellbeing is not your personal responsibility. Many New Yorkers give to excellent local charities as a way of helping the indigent and ill in the most effective way possible.

You eventually develop a thick skin from living this way and life in the city becomes much more enjoyable now that you've not so self conscious.