Realizing how much you are missing at all moments
Finally, one of the most anxiety-inducing things about living in New York is the crippling FOMO. Even while your mind is occupied with dodging tourists and loathing the MTA, there's always that little voice in the back of your head that's telling you "you have never even seen the New York Philharmonic you need to see the New York Philharmonic." And then when you finally actually see the New York Philharmonic, the little voice reminds you of all the other New York-specific cultural events that you've barely begun to experience.
It's what's incredible and what's terrible about the greatest city on earth: you'll always have something to do, but you're gonna have to learn how to ignore all the other incredible things you'll inevitably miss out on. Sigh.
[Photo via @metopera]