The LED-lit balloons will fill a room at the arts venue Mister Rogers.
The parade will lead to street closures Wednesday and Thursday.
Balloons will be grounded if winds reach 23 mph, officials said.
The 86th annual parade, complete with 56 balloons and 28 floats, will head down Sixth Avenue this year.
Artist Olek's "Synthetic Nature" opens March 15 at the Krause Gallery on Orchard Street.
Times Square advertisers used their billboards to send a message to Macy's during Thursday's Parade.
Children and their parents were excited to see the balloons for the Thanksgiving Parade inflated.
Don't want to brave the crowds? EathCam will be streaming the Macy's Thanksgiving Day Parade live in 3-D.
Macy's Thanksgiving Parade will include Mary J. Blige, Cee Lo Green and a gaggle of new balloons.
Check out the parade route and expected street closures for Wednesday and Thursday.
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