You want to set your story in a big city, but you've never been there. Maybe you've never been to any big city ever. Maybe your idea of a big city is one with two grocery stores and a stoplight. How do you write it into your story? You can either throw in the towel and set all your stories in your home town, or you can get all research-y.
New York City
This is when I wish I had a giant travel budget. There's nothing like experiencing something firsthand to give your telling of it authenticity. But we can't all do that--even visiting a city for a weekend or a week doesn't give you a real idea about what it's like to live there. Therefore, some of us have to live vicariously through Google Maps and other travelers and residents of the chosen city. Someone you know personally is the best resource for those dirty little details, but in lieu of that, there are plenty of blogs, websites, videos and other tools available to get to know a big city. For example, this video, which is not only informative and visual, but sports a guy with an Irish accent for your viewing pleasure.

That's great, you say. But where would I go to eat after I'd wandered the streets and taken in the sights? Well here you go, friend! Search for New York's best restaurants if you want your character to have a good experience, or New York's worst restaurants if you want it to go the other way. There are even links to make a reservation.You can check the menu out, see photos of the establishment and look at reviews. Maybe you'll find one tiny detail that adds more dimension to your story.

Just remember (as Collin tells us in the previous video) that there are five boroughs in New York. Your character will have a distinctly different experience in each of them.

Essentially, you can do the same sort of research for housing, local nightlife, transportation, etc.Get as specific as you can in minute details. But don't bog the reader down just to prove to them that you did your research.

Night club
Beer Garden: Greenwood Park
I wouldn't suggest writing a tourist's guide to New York this way, but you do have means at your disposal to add some dimension to your setting. Mention the lights, the bar stools, and maybe talk about the girl in the white tank top. She seems nice--a bit eager for her drink--but nice.

While the Internet is a valuable and accessible resource, it will also be great if you read books that are set in your city of choice. It's not okay to copy another writer's work, but you may be able to get a good idea of what other readers are interested in.

If you feel like research is not your thing and you decide to make up your own big city instead, that's fine. But you'll still have to research big cities in general, just so your readers are getting the big-city vibe. Don't be lazy about it. You'll turn off more readers than you bring in.

Blog off!

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