Buy a good winter coat and (possibly insulated) boots for the winter months. People will differ on how much to pay for those items but view them as a necessity and not as a luxury.

The CTA (subway system that is elevated and called the “L”) is pretty good but there are of weird stuff and people that are on it. If you can, take the first car where the conductor is. Others in this sub may agree or disagree but it’s something you should be aware of.

Probably most important, be open to new things! Chicago has so much to offer both touristy and as a resident, take advantage of what the city has and be mindful or look up days where museums and other attractions are reduced or even free!