I think you are in Rosemont, which is basically an area that was built because of the airport and is nothing but hotels and convention stuff.
If you get a CTA pass, go into town and go to the Art Institute
or the Shedd Aquarium or walk down Michigan Avenue or go to the Navy Pier.
The Burghoff might still be open (I was lat there in January and it was scheduled to close) for German food. Very famous but a bit touristy.
If you use the car -- see suggestions above.
P.S. I go to Chicago all the time, as that's where my family is from and they lose my luggage I am guessing 40% of the time, no matter what airline I fly.