In your sentence, use "unfamiliar." "Unfamiliar" is always neutral and emotion-free. "Strange" has a range of meanings but usually carries a slight negative connotation--surprising, bizarre, slightly wrong, slightly "off," slightly eerie, slightly creepy. It means you are UNCOMFORTABLE.
If I were to say "this chicken salad tastes strange," a likely reply would be "let me smell it, maybe we should throw it out." If I were to say "my computer is acting strangely," a like reply would be "better run a virus scan."
If I say "I am a stranger in this city," that's a neutral statement of fact, and someone who lives there might say "Can I help you find your way?"
If I say "this city is strange," the answer from a native might be a defensive "Strange? STRANGE? In what way?"