Thank you all for your replies. I appreciate your help in giving me a good set of options to have a great first experience.

At this point, my plan stands as follows:

On my way from the airport into town, jump off the blue line at Wicker Park to get lunch at Big Star(is this a safety risk or is that a safe part of the city).

Drop off bags at hotel and rent a road bike from either Bobby's Bike Hike or Chicago Bike and Roll.

Bike to both Lincoln Park and Millenium Park. This will be around 12:30 or 1 PM. Any recommendations on which way to start?

Return bike by 4:30 or 5:30. Maybe walk around Magnificent Mile for a little while until shops close, then head to dinner.

For dinner, looking for something in a safe neighborhood as I will be alone. Someday, I hope to experience the world-known fine dining that Chicago has to offer, but currently am more interested in less expensive eateries. Deep dish seemed to be a good Chicago experience, but I am open to others. Preferably no pub food or general American food.

Thanks again!