The man in the library asking 'where do the ducks go in Central Park when the pond freezes in the winter' is a direct reference to the book Catcher in the Rye by J D Salinger. The character in the book, Holden Caulfield, repeatedly wonders where the ducks go and asks several different people throughout the book.
The notes next to the mirror in Nora's bathroom are likely a reference to Reb Simcha Bunim of Peshischa, who said: "One should have two pockets: in one there should be written 'the world was created for me', and in the other 'I am but dust and ashes'."
The liquor that Nadia drinks with Delia is pálinka, a Hungarian fruit brandy. The drink has multiple names and is popular in many countries in the region.