I'm a Long Island girl and I don't get into the City much, but I must suggest Bryant Park. I love it there in the winter with all the little shops. There is an ice rink too as well as one in Central Park. I don't know if they are open in October though, the weather in October can be warm one day then cold the next, even late in the month. I remember one Halloween in the 70s and another with snow.
The Museum of Natural History or The Met would be nice to visit too.
In October there will be plenty of Halloween attractions if you are into that.
Here is a list of events for October.
http://http://www.events12.com/newyork/october/