What to do, visit and where to stay ?

Hello,

I am planning to visit Chicago (From Tunisia), can you guys suggest what to visit, especially theatres ? My trip will be in September, mostly, is it good period ? Also, I want to bring my gravel bicycle, is it worth it ?

I'd also appreciate it if you recommend the best housing plans, RBNB or what exactly I should rent for my week or two there.

This will be my first trip in my life, sorry if you find my questions bizarre, and thank you.