How much money do you have saved? You really need a min of $5-10k to make a blind move to NYC. It will cost you AT LEAST $2,500-5,000 up front to get an apartment after paying your deposit, 1st month's rent, app fees, etc.
Second, what are you qualified to do? Do you have a college degree and at least a few years of good work experience? The best of the best come to NYC to work- you will be competing against people with Ivy League degrees, top in their class, and even the top young people from Europe/ Asia/ the world. This even applies to waiters- not kidding! Many a Juliard grad or similar is waiting tables for steady income and playing music on the side, waiting for the big break.
Honestly, unless you have connections in the city (which you don't), are extremely outgoing and charming, and have excellent work experience and educational background on your resume, moving to NYC in this economic climate is going to be extremely difficult.
I won't even touch what you wrote about being 25 and wanting to move out of your parents control. You are an adult. If you feel you MUST move, maybe try Atlanta, Nashville, or Birmingham....Southern cities with fairly good economies and less complete culture shock for you.