The Knicks need to show Boston that they plan on being in this series from the get go. And they need to win one of the first two games to send a message that this thing can go the distance. If the Celtics give the Knicks the opportunity, they can't miss free throws or turn the ball over in critical situations. If they force a missed shot from the Celtics in a one or two possession game late, they must secure the rebound. And of course offensively, they must execute and make shots.
It's an uphill battle being the underdog and things have to go completely right in order to win playoff games. As you saw with the Rangers, the playoffs magnify every single play down the stretch and the Knicks have to be ready.