Character creation is mostly standard but note the changes in House Rules before you attempt it. Anything from any book is allowed; go ahead and start with any of the insane stuff you want! The following considerations for each character type should be noted:
Vampires: The Lancea Sanctum in New York was actively exterminated long ago so any Sanctified characters are recent (within the last decade or so) arrivals.
Mages: Tremere Liches are allowed to exist by special edict of the Hierarch provided they feed only off criminals and enemies of the Consilium. They can be of any Path or Order as their leader has no qualms about teaching the legacy.
Werewolves: Not all werewolves are actually from the city. Of the major tribes the Iron Masters, Bone Shadows, and Storm Lords are concentrated in the city while the Hunters in Darkness and Blood Talons tend to hail from the state itself.