A common question from people arriving from larger cities, and a fair one — most of Calgary does not feel urban, but some of it genuinely does.
Usually Beltline, Mission, Kensington, Inglewood or Bridgeland — the places where daily life can be conducted on foot and there is street life in the evening.
The honest caveat is scale. Calgary's urban core is small relative to those cities, and the density thins quickly at its edges. What you gain is that the equivalent home costs substantially less and the river valley is genuinely at your door. What you give up is the sheer volume of options a much larger city provides.
The advice we give most often to people arriving from a big city: rent in the inner city first. It is the fastest way to learn whether you want urban Calgary or whether the thing you actually wanted was a house and a yard.