Bklynmom:
I'm from NYC and know that hill on 9W. You must find your rhythm, settle into it and chug up that hill. Forget about trying to keep up with others, especially if you're new to hills. The gearing advice posted here is great.
Other hill ideas near NYC:
Harlem Hill in Central Park (at the North End) is great for doing hill repeats. I usually do 6 or 7 in a row and get a really good workout by challenging myself with a higher gear/faster pace. The hill repeat loop is a little over one mile long while the hill itself is 0.32 long with an 84' rise and a 4.4% grade. Doesn't sound like much, but doing them in succession is a great workout.
You could go over the GWB, and not too far from the bridge, do a hill repeat circuit on the famous Walnut (0.55, 190', 6.5%) and Churchill (0.69, 240', 6.6%) hills.
River Road (under the GWB) is great for hill training but only the northern end (Alpine Hill 1.07, 400', 7.1%) is open now due to a landslide blocking the road. You can access it via 9W, Alpine Police Station entrance.
Check out this regional hill grade document: http://www.nycc.org/re_regional_grades.html
The upside is that any of the above hill suggestions have wonderful downhills. Lots of fun.
Let me know if you would like any further details or suggestions. I'd be happy to share my knowledge of local hills.
Carol