The city of Chicago has been celebrated in songs (surely you have heard the Blues Brothers sing "Sweet Home Chicago") and poems (Carl Sandburg's "Chicago Poems"). It has been a transportation hub and commercial center since the mid-1800s. Locals brag that the city is home to the largest free food festival, the largest cookie and cracker factory and the largest collection of Impressionist paintings outside of the Louvre, among other things. With all this going for it, you know there are plenty of fun things to do in Chicago.
Interact with Lake Michigan, the second largest of North America's Great Lakes and one of Chicago's defining features. Walk down the beach, pull off your shoes and socks and get your feet wet. Don't whine about the cold water; members of the local Polar Bear club jump in the water and wallow around on lake ice in the middle of winter. If you just can't bring yourself to get wet, spend some time at Navy Pier, where the lake and commercial entertainment meet. Ride the Ferris wheel, pick through the shops, cruise on a tour boat.
Go shopping. You'll find some of the most recognizable shops lined up along Michigan Avenue's Magnificent Mile. If you are looking for shopping with a bit more local color, visit the historic State Street Shopping District. Walk one more block and pick up some bling from the jewelers on Wabash Avenue.
Learn something new about your world at a museum; Chicago is home to some of the best. The natural history exhibits at the Chicago Field Museum are perennial favorites; this is the home of Sue, the most complete fossilized Tyrannosaurus Rex in existence. Visit the Adler Planetarium and the Shedd Aquarium to become more closely acquainted with outer space and inner space. If you don't visit any other museum, though, you must see Chicago's Museum of Science and Industry. "Fast Forward" is a fascinating exhibit that shows what our world of tomorrow could be. And if you can't afford the price of admission, visit the Lincoln Park Zoo, one of the last free zoos in the world.
Ride the "L." This may not sound like much to a native Chicagoan, but it's almost like riding the Monorail at Disneyland for an out-of-towner. You can ride from O'Hare or Midway airports to downtown Chicago, you don't have to change trains, and you get a second-story perspective on Chicago.
See a game. No matter what sport you favor, you'll find a team in Chicago. Of course, the city has professional teams that play Major League Baseball, NFL football, NHL hockey and NBA basketball. Better yet, participate. Chicagoans run; they play broomball and dodge ball; they cycle and swim. Find a team and join the fun.