Some other things I just remembered.
A Chicago lunch staple is the Italian Beef sandwich. I prefer Luke's, but there are a lot of "stands" to choose from (hot dog and beef restaurants are called "stands"). Ask for it "wet" with peppers (called giardiniera).
The best Jewish delis are Manny's on Roosevelt and Eleven on S. Wabash (if I remember correctly).
East/West streets on the Northside have names and numbers: so Chicago Ave is also N. 800, but everybody references the names.
On the Southside, E/W streets only have numbers.