Lol. No getting a knife shipped to your place in NYC will absolutely not get you in trouble. That is hilarious.
You can possess the knife in your home, nothing will come from it.
Now the moment you step outside your house with the knife in your hand, or even clipped to your pocket, the police can confiscate the knife, and will issue you a Criminal Court Summons, meaning you'd need to appear at a certain time and date at criminal court to answer for the crime. Nothing severe will come of it, but will stay on your record that you had gotten the summons.