I don't live in a huge city, but I live in a crowded city. It's a relatively small area with way too many people crammed in. It's dirty, and cold, and traffic is absolutely incredibly bad. We are the home of crappy drivers. There are also a lot of potholes all over the roads. It's always hard to find parking.
But, that's probably not too helpful. I'm in Alberta. The biggest city in my vicinity which I have regularly visited is Edmonton, where the worlds largest mall is situated. (At least it was the world's largest mall last I heard. I wouldn't be surprised, though maybe a little disappointed, if somewhere else an even bigger one has sprouted up recently). Anyway, that place can get so crowded it's impossible to walk without bumping into someone. And people have a tendency to walk slooowly, or stand still, as if they own the place. Also, you're constantly being confronted by people trying to sell things, promote shows, or, as I recently learned, give you "FREE HUGS". Many stores are duplicated in this mall. There is a massive movie theatre, an ice skating rink, an animal cage (For a while it held a plethora of pink flamingos, then it was three toed sloths, and currently it holds a bunch of lemurs), a dolphin/sea lion tank which they do shows in, a mini-golf course, a segway track, an indoor amusement park (where I had one of the worst experiences of my life) and an enormous waterpark. There are fountains all over, a giant whale statue thing, and themed areas. Plus all the hundreds of stores and restaurants. You also see all kinds of interestingly dressed people. Rest assured, spending a day walking around in there can be killer on your legs/feet, especially as an out-of-townie who's A) not used to it and B) trying to get a lot done in a short amount of time.
I'm not sure any of that is really helpful. But since I, like you, am not used to life in a huge city, I can testify to the distinctly different "feeling" of walking around a huge place as compared to a smaller city. It's kind of exciting to have all those interesting things around you. It's much more difficult to get bored, but much easier to spend a lot of money. It's also more fun to just sit and "people-watch," since there are so many odd and unusual and beautiful and eccentric and generally a bigger variety of people. All in all it's a pretty 'magical' feeling place, at least in comparison to what I'm used to. I just get the impression that there is an intent to create an interesting, pleasing atmosphere, which doesn't exist where I live. Of course there is also the intent to sell as many things to as many people as possible, but where doesn't that exist?