Chicago here too. Rode yesterday and today. Yesterday sucked, was winded ater only a mile.
Today was interesting. Hopped on my bike and not even 2 crank rotations and this gust of wind came and pushed me off the sidewalk (right in front of my building) and down the grass slope. Wasn't ready for it and almost wiped out.
Today seems better, no sign of rain. Yesterday got caught in some rain. But riding into that headwind is hard. You waste so much energy and make very little progress.