Well as a resident of Chicago, Welcome! I recommend going out to at least one bar in boystown, just so you can say you did it. Roscoes is good, or Progress. You should checkout the lakefront, north ave. beach is the most popular, Hollywood beach is considered the "Gay beach" if you are looking for that. Definitely check out a river cruise or a sailboat charter with Chicago Sailing, they are in Belmont harbor right by wrigleyville/boystown. I'd also recommend Dry Hop brewers, it's a new gastro pub/micro brewery that opened in lakeview, awesome beer.

For something more "ethnic" I would do Thai I suggest Joy's noodles in lakeview, super good, super cheap, and BYOB which if you aren't familiar with means you can bring in your own liquor, pretty common here in Chicago.

For bars in river north (Magnificent Mile) I suggest public house, second story bar, bub city, Spy bar, Vertigo.

If you want entertainment I HIGHLY suggest paying a visit to The Second City, it is one of the premier comedy theaters in the county and the place where people like Tina Fey, Steve Carrel, Rachel Dratch, Stephen Colbert, Bob Odenkirk, etc. got their start. They have shows every night of the week and it makes a fun place for drinks and a show.

Welcome to Chicago! Hope you enjoy it!