Anyone who can go to the Thanksgiving Day Parade be sure to hide your signs until the parade is going by you. The organizers will take the signs if they see them. You know, censoring from the Left.
Nobody is lawfully allowed to take anything from you aside from the NYPD, and even they need to do it within the Law.
Carrying a sign or flag on a public sidewalk while watching a passing parade is not against the law.
Jumping into the parade to disrupt it is another matter.