Travel in
The first impression of O’Hare International airport is that it is just huge. The population of Chicago is under 3 million, but the airport handles~25 times that number annually. The Blue Line train is the cheapest way to get to downtown area. About 45 minutes and USD 5 for a ~18 mile journey. This is a good option if you don’t have much luggage and your hotel is close to the station. Taxis may actually get into downtown faster, depending on traffic situation and costs upto US 50, including tip. Shuttle bus or Uber are also good options to get to your hotel directly.
Most international airlines operate out of O’Hare and few of them also fly to Midway International Airport which is closer to downtown area.
Where to stay
The Loop is the best place to stay. Within the Loop, I preferred a hotel closer to Riverfront. Hotels closer to the riverfront are relatively more expensive but worth it for the convenience it offers. You may not find many options for budget accomodation in this area.
Another good area is River North, just across the river .
Vegetarian food
Plenty of choices. You only need the google maps. A vegetarian meal in a fast food joint can be had for under USD10 while in a proper restaurant, it may well be upwards of USD 25. You have a choice depending on your budget.
For others, Chicago is famous for Deep Dish Pizzas(contains sausage) and Chicago Hot Dog(with beef)….unfortunately, out of bounds for me.
Avoid being out late in the night
On weekdays, it does get lonely even near the waterfront area after 9PM. One evening, I had dinner near the raiIway station and decided to walk back along the river. It was just after nine and most the time, there were hardly 3-4 people around. The general advice is to avoid being out late in the night. Once the offices empty out, you will not find too many people on the streets during weekdays. On weekends, there is more crowd though.

Tipping
In US, tipping is expected provided of course the service provided was not bad. From taxis to restaurants to shuttle buses to luggage handlers, tips are expected. Do read available guidance though as a thumb rule, 10% of the invoice value is perhaps the minimum. For luggage, maybe USD 1 or 2 per piece. Sure, there are places where tipping is optional…say self service joints.