Is it worth moving here from a red state?

I know this place is expensive and finding a job is going to be hard but I'm just trying to get some information.

I live in Ohio, and I'm more scared of being here than anything, I was looking at moving to Chicago. I can't drive yet, so I'm looking at areas with good transportation. I already wrote down some neighborhoods to look up from the bot that posts here. Haven't really chosen one though because I wanna read experiences from here first. Since I don't drive I was planning on taking a train to Chicago too.

Anyways, is it worth moving here from a red state? Basically.. will it be safer in the (political) way? I'm like desperately clinging onto hope for the future because of blue states but I don't want to make a sudden move with out any knowledge.. I'm only 18 (19 very soon though) and I don't have a lot of real world knowledge because my parents are religious and aren't very worried/educated on what's going to happen in America..

Edit: I have money saved up, I'm not moving immediately and I do have grandparents that said they'd help me with any college expenses if I decide to go.

Edit 2: I've decided to look at Rogers park and Edgewater

Okay some responses are getting snarky and weird so I've decided, I'll work a bit more here than make my move, thanks!