Coming from California, the winter in upstate NY will be a brutal wake up call. It’s usually generally at least 5-10 degrees colder upstate than the NYC area in the winter, really all year round actually, so winter is worse upstate. Some winters there isn’t a great deal of snow, others, like last winter, there is. Albany is a cool city and blue banks are definitely a sick spot especially in recent times but expect a rough period with the cold from December to April. Not sure about indoor spots in Albany. Albany is pretty hood too from what I can recall, haven’t been there in like 5 years.
Sorry I don’t mean to discourage you or hate on Albany, just speaking from experience being there + being a lifelong New Yorker skating for 20 years. I’m sure you’ll find ways to enjoy it. Definitely get a car and explore surrounding upstate areas, upstate NY is beautiful and there are a fair amount of small towns with parks and spots to be skated that more often than not will probably be empty when you go. Try to make it out to Saranac, there is a rad little park there. Ithaca is a must, definitely go to Ithaca. And Syracuse to pay tribute to Fat Bill’s hometown.