I'll be traveling on the first weekend to Chicago. How's the weather?
Brutal. Cold. Windy. Snowy. Icy. Unless you get lucky, but usually it's pretty cold.
COLD! Dress as warm as possible as it will likely be so cold that your face hurts. Make sure you have your face covered and take advantage of any indoor activities! Two more popular museums are the Field Museum of Natural History and the Shedd Aquarium, so those are good places to spend some time. If you are dressed warm and are up to face the cold, you can go ice skating in Millenium Park but be warned that the lines are usually very long! Enjoy your time in Chicago!
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Terrible. I see you're from Mexico City, so be prepared for REALLY cold weather and, as the others said, make sure you dress as warm as possible! If you're downtown you could make use of the pedway (underground) system: http://www.chicagodetours.com/travel-resources/chicago-pedway-map/
February just seems to be the most brutal of all the months in general. That being said, people are still out and about enjoying what the city has to offer. As long as you bundle up, you will be fine and able to enjoy the city.
It should be very cold here at that time. You will need to bring sweaters, warm socks and boots, a hat, gloves, a scarf, and a coat with a hood for sure! But, Chicago can be surprisingly pretty in the winter and fun to explore anyways as long as you are prepared. Plus, we have amazing museums and restaurants...and those are inside!
So, it's cold. I wish I could say differently, but January and February are usually the most brutal in terms of snow, wind, and temperature. The great news is Chicago is still an amazing city and beautiful to experience in the winter. Also, the food scene is hard to beat so you can stay warm while enjoying delicious bites. I'd make sure you pack a warm coat and gloves-- you will need it. :)