One of the best features of the Chicago landscape is Lake Michigan. "Forever open and free", the lakefront will remain uncluttered. And it's a glorious sight when the sun is shining and the Lake has that deep turquoise hue... And Chicago has 29 miles of it! My best spot is North Avenue Beach. It is the largest beach close to downtown. You'll see the Beach House, a 1938 Art Deco building, renovated recently that adds a playful feeling to the beach. In summer, activities start early with jogging and yoga. Then the activity picks up and you'll find the whole array of beach activities: bBeach volleyball, picnicking, etc. The boathouse has a restaurant (Castaway) and a convenience store if you need something like water or a new pair of sunglasses.You can also rent bikes, chairs...there is even a chess pavilion!
It's a nice feeling to be on the beach and then gaze at the cityscape so close.
Lifeguards are on duty during the summer season. It's likely you won't have the opportunity to swim though. The lake is really cold until late August and it can happen that bathing is prohibited because of bacteria proliferation. Make sure to check information.