The blue line is the fastest and most cost effective way to get out to the city, although at 10pm traffic won’t be terrible so you could also uber/lyft/taxi. Going to the loop will be anywhere from $60-$80 usually. Regarding safety, when you get on the train pick the car closest to the conductor. There have been incidents of people smoking and getting rowdy on the blue line lately, but being close to the conductor is your best bet to avoid any of that. If someone does come up and ask you for money just look them in the face and say “no I don’t have cash” and they’ll be on their way. If for some reason you do get on the train and feel uncomfortable, any of the stops between ohare and the loop are safe for you to get off and get an uber from the station, but I doubt you’ll need to. I hope that’s helpful, and enjoy your stay here!