The girl -- Jane Doe for now -- turned up outside the Covenant House Oct. 9 and is being taken care of by the Administration for Children's Services, WCBS-TV, New York, reported Friday.
"I just want to know who I am," she told police. "I want to know who I am, and what happened to me."
A Covenant House security guard said the girl appeared lost and troubled and was unable to speak when he went outside to check on her, WCBS-TV said.
After being hospitalized, she began to speak but still can't remember her name. She once wrote the name "Amber," but isn't sure if that's her.
"She thinks she's 14, but the doctors who assessed her believe she's about 17," said Covenant House Director Simone Thompson.
She's 5-foot-6, white with a light complexion, medium build, blue eyes and short, straight blond hair. Police say she is very soft-spoken with no discernible accent. They say she likes to read and write and recently recalled the words from the fantasy novel "Fools Fete." She also says she has been writing a fantasy story featuring a heroine named Rian.
The girl has told authorities she had been studying for the GED exam for high school.
Anyone able to identify her is asked to call the NYPD Missing Person Squad at 212-694-7781.