First time visiting Boston
I am coming to Boston for the first time from Toronto for St. Patrick's day weekend, is there anything that I have to check out?
Wow is that an expansive question. The Boston boards are filled with lots of information about eating out in Boston. I would suggest that you read through some of the threads, pinpoint a cuisine or area, with budget. If you don't find what you are looking for in an existing post, ask again with more specifics.
Boston is a good-sized city, so there are many choices for great food. Can you tell us where you are staying, what kind of transportation you will be using to get to your meals, something about your food preferences, and what is your budget?
In the meantime, you might get some ideas from this thread. It is not so much about well-known fine dining establishments as it is about really good, affordable meals.
Instinctively, one would say seafood, and swinging by Neptune for some oysters and a lobster roll would be a good way to check that off. Tack on a canoli afterwards (I prefer Maria's, but as long as it's filled-to-order you should be fine) and you've got a good Boston meal. Fried clams would be another very-boston thing, but your options are limited without a car.
If you like good beer, Boston runs neck-and-neck with Philly as the best city on the east coast for beer. There's no need to go anywhere else than Cambridge Brewing Company and Lord Hobo, but there are many other good options. Near your hotel are the Kinsale (good prices, pub food) and Stoddard's (higher prices, swankier atmosphere), both with good beer lists.
Also, take a look through the related threads that pop up at the bottom of the page--it's a good way to find some previous suggestions to help hone in on what you're looking for.
Cambridge Brewing Company
1 Kendall Square, Cambridge, MA 02139
92 Hampshire St, Cambridge, MA 02141
Toronto is a great food city, so when it comes to markets, many of the things you can buy here should also be available near your home. Tourists think of Boston as a place to enjoy seafood. In warmer weather I would recommend lobster or clams out in the rough as something that visitors like to seek out and that can be very nice. However you can have similar eating experiences in Atlantic Canada. There are some local, traditional foods, such as baked beans and Indian Pudding that seem to be dying out. Hard to find, and these days probably not so known to tourists, but definitely "Boston" food. Or you can think of the question some other way, in terms of ethnic communities that make their home here. From what I remember from my experience with Toronto dining, you might want to try some Portuguese markets and/or restaurants while you are here.