Hello,
My father and grandparents were born in Paris, France. I was born in the United States, where I now live. I am interested in dual citizenship with France and the U.S. for studying purposes. I live in Philadelphia, but I believe the French Embassy is in New York. Does anyone have any information on how I being this process?
Thank you for your time.

The French Embassy is located in Washington D.C.

You should check out their website: http://www.info-france-usa.org/ as they have a lot of useful information for you.