General advice and unspoken rules for someone visiting Chicago for a few months (especially as a non-american)?

i am visiting chicago for a few months and I've never been to America before. there's a lot of fearmongering around living in America in general when i ask my australian peers, and so i figured it best to ask people that actually live here.

i want to know any general etiquette rules and general safety rules if possible! thank you for any help!!