Going to new york city tomorrow, what should I take?

Tomorrow will be my first time in NY ever and will be arriving there at 9am. I will only be there one day till 7pm. I was just a little concerned whether its ok to take a messenger bag. My boyfriend keeps telling me not to take a purse or bag because I will get shanked or mugged since were going to be walking the entire day. Doesn't make much sense since I will probably shop there and have bags with me. Anyways, its it ok to take a messenger bag or purse?