It's a big city with lots to offer in the way arts, entertainment, restaurants, and music. If you give us a sense of what sorts of things you like, you might get better help. I usually recommend the Architectural Foundation's architecture cruise, but that might be kind of cold this time of year. If you like jazz and blues, there's the Jazz Showcase and Buddy Guy's Legends in the South Loop (the "Loop" is downtown), or Andy's in River North just north of downtown. High-end shopping on the Mag Mile, lots of museums, a bazillion restaurants of all price ranges and ethnic cuisines if you are willing to travel out of the downtown area. There's no excuse not to have a good time, and I hope you do!