Spanish is easy to learn. It's a Category 1 language. If you know English, then you already know some Spanish, since most English words are based on Latin root words.
I would highly recommend taking a class at a local community college. You get to hear the correct pronunciation of words. And you have people around you to practice speaking/listening. I'd say the only "hard" part is pronunciation and vocabulary. Sentence structure and all the technical grammar stuff isn't difficult. Also, taking a class might help you overcome your self-consciousness.
Although I agree that immersion is a good way to learn/retain a new language, you don't have to live in a foreign land to do so. Assuming that your location is correct, I'm almost definite there is a large Spanish speaking population in NYC. Therefore, you have at your disposal.. television, print, and neighborhoods.
Turn on your TV and watch Spanish language programming. I'd recommend the local news and soap operas (novelas). That might seem like a joke, but it's not. Just like English, Spanish has both a proper and colloquial way of speaking. If you go around speaking proper (textbook) Spanish, people are gonna look at you funny.
Also, many English language TV shows have Spanish subtitles. Just press the SAP button on your remote.
Pick up a Spanish language magazine or newspaper. It will help you improve your vocabulary.
And when you feel confident enough with some of the basic language skills, you can check out some of the stores and street vendors in Spanish speaking neighborhoods.