Gov. Andrew M. Cuomo said Thursday that he had started discussions with leaders of the State Legislature about new gun control measures, and that he planned to propose a package of gun legislation in his State of the State address on Jan. 9. “There’s a big difference of opinion on these issues,” Mr. Cuomo, a Democrat, said in an interview on an Albany radio station. The New York Assembly, controlled by Democrats, has voted for a number of proposed gun control measures in recent years, only to have the legislation falter in the Senate, which has been controlled by Republicans....