Just because you’re alone in the city, doesn't mean there's no fun to be had. In fact, there are plenty of Chicago things to do for individuals and solo travelers. Meet other adventurers at Selina, which is highly rated among solo travelers, and choose group tours around the local area to connect with others.
Or, explore the city on your own terms by attending gigs, Chicago theatre, and galleries like the art institute by yourself, the way you want to.