What is the predominant religion in New York?

The predominant religion is almost certainly Catholicism. The original European settlers of New York were Dutch protestants but it was not a religious colony (like those of New England) and there very, very few Dutch left. The English settlers were mainly Anglican, but again it was never a religious colony and NY is not especially WASPy.

The city is famous for having a large Jewish population but they're still a small minority. Many African-Americans are Baptist. Many of the new immigrants are Muslim.

However, the biggest waves of immigration to New York came in the 19th Century, and many of those were Irish and Italian Roman Catholics.

When you add the Latin American Catholics, Catholics must have a majority.
More than 40% of the people in New York are Catholic. 30% Protestant and 8.5% Jewish make up the majority of the other religions in the State of New York.
Mostly Protestant, but with a substantial Catholic minority due largely to the number of Irish and Italian immigrants who settled there.