Shake Shack Madison Square Park is the first Shake Shack, selling burgers and milkshakes inside Madison Square Park in New York. Customers order a Shakeburger, fries, and a milkshake, then eat at the outdoor tables in the park. When ordering, you leave your name and wait about 10 to 15 minutes at the pickup counter to receive your food. On days with strong sun, shaded seats are hard to find.