> Do NOT get wet and cold.

One thing i keep saying over and over, and few believe me, unless they know from experience - is that winters in Chicago are actually significantly more miserable than Minneapolis, where I went to college.

Minneapolis winters are so cold that everything is dry as a bone, so the cold doesn't 'stick' the same way - Chicago winters sit mostly in the 20-40 range where it's both wet and cold (often raining at a balmy 34-38F), and it's much much more immiserating to be outside.