Take the Metro North from Grand Central Station in NYC. The view from the train window, the Hudson River:
Get off at the train station in Poughkeepsie (last stop on the Hudson line):
Walk south, paying attention to what some of the buildings are called. (Washington Irving is a major literary figure in these parts.)
Cross the Mid-Hudson Bridge on foot (this isn't the famous pedestrian bridge in the area, but it has a footpath, so you can share the bridge with motor vehicle traffic).
Look at different signs on the bridge.
Then look north along the Hudson.
Because that other bridge you see? That's the Walkway Over the Hudson. It's the longest elevated pedestrian bridge in the world, and it's where you'll be ending your hike.
Fall foliage is stunning.