Jerry and JeffW gave you good advice. Call the harbormaster if you want to pick up a town mooring. Dering is also directly across the channel and is much quieter, and you can leave the dinghy at the Dering Harbor Marina dinghy dock. Once ashore it's a short walk to the little ferry to Greenport, it's not expensive and lands a few blocks' walk from "downtown" Greenport.

Sag Harbor is much more visitor-friendly. They have town moorings also, and the anchorage is much closer to the town dinghy dock, which lands you right at the head of the main street. FYI -- there's an IGA food market and a full-line hardware store on that street just a few blocks down.