I'm a brazilian trying to learn on my own and I want to know about the “de” preposition.
Je suis de New York
is correct, right?
My question is: I can't use “Je suis de Brésil”, can I?
It's not that "de" is used for cities, but rather that countries normally (there are some exceptions) take the definite article in French: Je suis du Brésil, where du is the contracted form of de le.
You see the same difference in, e.g. Je retourne à New York and Je retourne au Brésil.