Chicago’s pretty easy to get along in, as big cities go. It’s very much a quilt of distinct neighborhoods, each with it’s own character. The ambiance can change abruptly within a couple of blocks. That makes for some wonderful exploration possibilities, but you’ll need to learn from the folks at your new school where the “no-go” zones might be. Many of the major campuses here are near high-crime pockets. The campuses themselves provide robust security, but if you venture off into the wrong neighborhoods, that won’t help. That said, my work often brings me into some of the worst areas of the city and I’ve never had any problems at all.
I’m originally from Texas, so my first few winters here felt like one of Saturn’s moons in the off-season. They’re persistent, too, so those first Spring days will almost bring you to tears of joy until you get yet another snowstorm. But the rest of the year is gorgeous. Summer can get hot, but that’s what that big, blue lake with its miles of public beaches is for.
The public trans system is nothing to brag about; it’s not cheap, and you often have to piece together a combination of train(s) and bus(es) to get near your destination. A city of this caliber deserves better. Having a car in the city is no picnic either. We currently have the highest gas prices in the country, parking downtown is infernal, and traffic is lousy. Typical big city stuff.
As an non-native myself, I haven’t found that there’s a whole lot you need to know before coming here. There aren’t lots of traps for the unwary, no magical hacks that will transform your Chicago experience.