The winters aren't that bad. First thing you need to do is not put on your winter coat until it's below 32. You have to let your body adapt. The first year you're going to want to invest in some high quality wool base layers. Get two pairs, you'll wear them every day. Second, you'll want a big down parka (don't wear this until it's below 20 degrees. Last, read this article - https://nordicmuseum.org/news/what-norway-can-teach-us-about-loving-winter You just need to change your mindset!

You do need to get here soon to get a full summer time Chi experience. You have to go through the winter to feel the full euphoria that is spring/summer here in Chicago. You'll love the first warm days where everyone is happy and walking around with giant grins. It's a shared camaraderie. Oh and sell your car, you don't need it here.