Answer by taking a quote from the following article:

Brando was born on April 3, 1924, in Omaha, Nebraska, to Marlon Brando, Sr. (1895-1965), a pesticide and chemical feed manufacturer, and Dorothy Julia (nee Pennebaker; 1897-1954). Brando had two older sisters, Jocelyn Brando (1919-2005) and Frances (1922-1994).

Brando decided to follow his sisters to New York, studying at the American Theatre Wing Professional School, part of the Dramatic Workshop of the New School, with influential German director Erwin Piscator. In a 1988 documentary, Marlon Brando: The Wild One, Brando's sister Jocelyn remembered, "He was in a school play and enjoyed it ... So he decided he would go to New York and study acting because that was the only thing he had enjoyed. That was when he was 18." In the A&E Biography episode on Brando, George Englund said Brando fell into acting in New York because "he was accepted there. He wasn't criticized. It was the first time in his life that he heard good things about himself." Brando was an avid student and proponent of Stella Adler, from whom he learned the techniques of the Stanislavski system. This technique encouraged the actor to explore both internal and external aspects to fully realize the character being portrayed. Brando's remarkable insight and sense of realism were evident early on. Adler used to recount that when teaching Brando, she had instructed the class to act like chickens, and added that a nuclear bomb was about to fall on them. Most of the class clucked and ran around wildly, but Brando sat calmly and pretended to lay an egg. Asked by Adler why he had chosen to react this way, he said, "I'm a chicken--what do I know about bombs?" Despite being commonly regarded as a Method actor, Brando disagreed. He claimed to have abhorred Lee Strasberg's teachings: After I had some success, Lee Strasberg tried to take credit for teaching me how to act. He never taught me anything. He would have claimed credit for the sun and the moon if he believed he could get away with it. He was an ambitious, selfish man who exploited the people who attended the Actors Studio and tried to project himself as an acting oracle and guru. Some people worshipped him, but I never knew why. I sometimes went to the Actors Studio on Saturday mornings because Elia Kazan was teaching, and there were usually a lot of good-looking girls, but Strasberg never taught me acting. Stella (Adler) did--and later Kazan. Brando was the first to bring a natural approach to acting on film. According to Dustin Hoffman in his online Masterclass, Brando would often talk to camera men and fellow actors about their weekend even after the director would call action. Once Brando felt he could deliver the dialogue as natural as that conversation he would start the dialogue. In his 2015 documentary, Listen To Me Marlon, he said before that actors were like breakfast cereals. He was calling them predictable. Critics would later say this was Brando being difficult, but actors who worked opposite would say it was just all part of his technique. CANNOTANSWER

What else did he do in NY?

In the A&E Biography episode on Brando, George Englund said Brando fell into acting in New York because "he was accepted there.