I've been to Chicago four times on my own for work, about a week each time. It's very walkable (there's a LOT of walking), with lots to see and plenty of food choices as pp have said. In the central area, it doesn't feel as grotty as NYC. The streets are wide and clean, with a lot of green spaces.
Obviously I took the usual precautions of being in a big city, but as a small (5 ft, 46 kg) woman I have never felt unsafe even walking around at night or in the early morning, although granted I stayed quite central. People were friendly and helpful with directions, though with Google Maps you won't really be lost.
I very much liked seeing Cloud Gate (or 'The Bean') at different times of the day, it's a mesmerising public art sculpture. I've visited the Art Institute of Chicago twice; Hopper's Nighthawks alone is worth seeing, although much smaller in real life, and the gardens around that area should be lovely in May.
I've also taken the Chicago Architecture Boat Tour three times, it's a great way to appreciate the buildings and learn about how the city developed over the years. A food tour is also a good way to try deep dish pizza, Chicago style hot dogs and other things on your own. Btw if you like Nutella, there's a Nutella cafe on N Michigan Avenue. As a science geek, I also loved seeing the Field Museum, Shedd Aquarium and Adler Planetarium.
Enjoy your time in Chicago!